+226.8%
SOXX vs CIFR
+465.4%
-238.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.0% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | -3.6% | -5.7% | +2.1% | -3.3% |
| 3M | -10.2% | -25.5% | +15.4% | -8.1% |
| 6M | +54.2% | +19.4% | +34.8% | +47.7% |
| YTD | +75.2% | +14.2% | +61.1% | +67.2% |
| 1Y | +107.5% | +69.0% | +38.5% | +85.5% |
| 3Y | +226.8% | +503.9% | -277.2% | +142.5% |
| All | +226.8% | +465.4% | -238.7% | +142.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling