+13.5%
SPY vs CIFR
-58.8%
+72.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | +2.6% | +4.8% | -2.2% | +2.3% |
| 30D | -2.0% | -31.0% | +29.0% | -0.5% |
| 3M | -2.8% | -58.7% | +55.9% | +1.0% |
| 6M | +2.1% | -67.7% | +69.8% | +6.3% |
| YTD | +11.5% | -53.5% | +65.0% | +11.7% |
| 1Y | +13.5% | -54.1% | +67.5% | +13.2% |
| All | +13.5% | -58.8% | +72.2% | +13.2% |
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