+161.4%
QQQ vs CIFR
+86.0%
+75.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.4% |
| 7D | +1.5% | +26.7% | -25.2% | -0.3% |
| 30D | -0.6% | +7.7% | -8.4% | -1.5% |
| 3M | +0.4% | -23.8% | +24.2% | +1.1% |
| 6M | +20.1% | +35.9% | -15.8% | +15.2% |
| YTD | +17.2% | +25.4% | -8.2% | +12.3% |
| 1Y | +24.7% | +139.8% | -115.1% | +12.3% |
| 3Y | +96.2% | +515.0% | -418.8% | +53.5% |
| 5Y | +94.4% | +52.1% | +42.3% | +47.5% |
| All | +161.4% | +86.0% | +75.3% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling