-6.4%
T vs CIFR
-69.0%
+62.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -20.0% | +22.0% | +1.2% |
| 7D | +5.5% | -26.7% | +32.2% | +4.2% |
| 30D | -8.9% | -58.0% | +49.1% | -11.9% |
| 3M | -5.6% | -68.1% | +62.5% | -9.3% |
| 6M | -14.3% | -63.7% | +49.4% | -16.4% |
| YTD | -7.9% | -56.0% | +48.0% | -9.1% |
| 1Y | -6.4% | -71.1% | +64.7% | -8.4% |
| All | -6.4% | -69.0% | +62.6% | -8.4% |
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 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