+140.1%
SPY vs CIFR
+69.8%
+70.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | 0.0% |
| 7D | -0.4% | +11.3% | -11.7% | -1.0% |
| 30D | -1.4% | +3.5% | -4.9% | -1.8% |
| 3M | +3.7% | -26.6% | +30.3% | +4.3% |
| 6M | +13.0% | +18.1% | -5.1% | +10.3% |
| YTD | +12.4% | +14.5% | -2.1% | +9.4% |
| 1Y | +18.5% | +83.3% | -64.8% | +11.5% |
| 3Y | +77.6% | +461.5% | -383.8% | +50.3% |
| 5Y | +81.7% | +29.3% | +52.4% | +50.7% |
| All | +140.1% | +69.8% | +70.3% | +91.3% |
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