+14.8%
SPY vs CIFR
-69.0%
+83.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -20.0% | +21.6% | +2.7% |
| 7D | -0.7% | -26.7% | +26.0% | +0.6% |
| 30D | -1.0% | -58.0% | +57.0% | +3.2% |
| 3M | -0.3% | -68.1% | +67.8% | +5.1% |
| 6M | +7.3% | -63.7% | +71.0% | +10.7% |
| YTD | +13.3% | -56.0% | +69.3% | +14.1% |
| 1Y | +14.8% | -71.1% | +85.9% | +17.8% |
| All | +14.8% | -69.0% | +83.8% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling