+157.8%
QQQ vs CIFR
+60.2%
+97.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.6% |
| 7D | -1.3% | -8.2% | +7.0% | -0.7% |
| 30D | -1.4% | -7.4% | +6.0% | -1.2% |
| 3M | +2.3% | -24.2% | +26.4% | +3.0% |
| 6M | +16.9% | +14.2% | +2.7% | +13.5% |
| YTD | +15.6% | +8.0% | +7.6% | +12.0% |
| 1Y | +22.6% | +55.5% | -32.9% | +14.0% |
| 3Y | +93.5% | +429.6% | -336.0% | +53.0% |
| 5Y | +93.9% | +20.8% | +73.2% | +49.7% |
| All | +157.8% | +60.2% | +97.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CIFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling