+81.8%
SPY vs CIFR
+59.6%
+22.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.9% | -0.8% |
| 7D | +0.5% | +26.7% | -26.1% | -0.7% |
| 30D | -0.9% | +7.7% | -8.7% | -1.5% |
| 3M | +3.9% | -23.8% | +27.7% | +4.3% |
| 6M | +14.5% | +35.9% | -21.4% | +11.1% |
| YTD | +12.9% | +25.4% | -12.5% | +9.4% |
| 1Y | +19.4% | +139.8% | -120.4% | +10.7% |
| 3Y | +78.5% | +515.0% | -436.5% | +50.3% |
| 5Y | +81.8% | +52.1% | +29.7% | +47.4% |
| All | +81.8% | +59.6% | +22.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling