+416.0%
SOXX vs CIFR
+69.8%
+346.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +1.7% |
| 7D | +6.1% | +11.3% | -5.2% | +4.6% |
| 30D | +0.5% | +3.5% | -3.0% | -0.4% |
| 3M | -5.3% | -26.6% | +21.3% | -3.3% |
| 6M | +58.3% | +18.1% | +40.2% | +52.9% |
| YTD | +76.8% | +14.5% | +62.4% | +70.0% |
| 1Y | +114.6% | +83.3% | +31.3% | +93.4% |
| 3Y | +229.6% | +461.5% | -231.8% | +143.3% |
| 5Y | +257.3% | +29.3% | +228.0% | +162.0% |
| All | +416.0% | +69.8% | +346.1% | +252.1% |
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