+79.9%
SPY vs CIFR
+79.2%
+0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | +2.1% |
| 7D | +0.1% | -0.7% | +0.8% | -0.3% |
| 30D | -3.3% | -49.6% | +46.3% | -0.1% |
| 3M | -2.4% | -60.4% | +57.9% | +1.8% |
| 6M | +2.6% | -66.9% | +69.4% | +6.9% |
| YTD | +11.2% | -53.9% | +65.1% | +12.5% |
| 1Y | +13.4% | -67.1% | +80.5% | +16.5% |
| 3Y | +79.9% | +118.3% | -38.4% | +58.9% |
| All | +79.9% | +79.2% | +0.7% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling