+139.1%
SPY vs CIFR
-28.1%
+167.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +3.3% | +28.8% | -25.5% | +1.9% |
| 30D | -2.7% | -36.9% | +34.3% | -0.9% |
| 3M | -1.7% | -60.0% | +58.2% | +1.9% |
| 6M | +3.1% | -64.4% | +67.4% | +6.6% |
| YTD | +11.9% | -51.6% | +63.5% | +12.9% |
| 1Y | +12.0% | -58.9% | +70.8% | +13.5% |
| 3Y | +78.2% | +139.9% | -61.8% | +56.8% |
| 5Y | +73.2% | -15.1% | +88.3% | +47.4% |
| All | +139.1% | -28.1% | +167.2% | +97.4% |
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