-9.1%
T vs CIFR
+122.3%
-131.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -1.9% |
| 7D | -1.3% | +16.9% | -18.2% | -0.7% |
| 30D | +11.4% | -5.2% | +16.5% | +11.3% |
| 3M | +14.3% | -30.6% | +44.9% | +13.9% |
| 6M | -9.3% | +10.6% | -19.9% | -8.0% |
| YTD | +7.1% | +20.2% | -13.1% | +8.7% |
| 1Y | -9.1% | +139.7% | -148.8% | -9.7% |
| All | -9.1% | +122.3% | -131.4% | -9.7% |
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