+411.2%
SOXX vs CIFR
+69.3%
+341.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.2% |
| 7D | +1.4% | -5.0% | +6.4% | +1.9% |
| 30D | -3.6% | -5.7% | +2.1% | -3.3% |
| 3M | -10.2% | -25.5% | +15.4% | -8.4% |
| 6M | +54.2% | +19.4% | +34.8% | +48.8% |
| YTD | +75.2% | +14.2% | +61.1% | +68.5% |
| 1Y | +107.5% | +69.0% | +38.5% | +88.6% |
| 3Y | +226.8% | +503.9% | -277.2% | +139.7% |
| 5Y | +251.2% | +27.7% | +223.6% | +158.1% |
| All | +411.2% | +69.3% | +341.9% | +249.0% |
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