+59.2%
T vs CIFR
-34.4%
+93.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +0.6% |
| 7D | +2.6% | -19.6% | +22.2% | +2.6% |
| 30D | -1.1% | -51.7% | +50.6% | -1.1% |
| 3M | -7.7% | -60.0% | +52.3% | -7.7% |
| 6M | -10.6% | -68.2% | +57.6% | -10.6% |
| YTD | -7.5% | -55.8% | +48.3% | -7.7% |
| 1Y | -7.4% | -66.8% | +59.3% | -7.5% |
| 3Y | +63.1% | +119.1% | -56.1% | +55.8% |
| 5Y | +55.2% | -25.3% | +80.5% | +47.4% |
| All | +59.2% | -34.4% | +93.6% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling