+80.4%
T vs CIFR
+69.8%
+10.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -1.7% |
| 7D | -3.1% | +11.3% | -14.4% | -3.1% |
| 30D | +4.6% | +3.5% | +1.1% | +4.6% |
| 3M | +12.2% | -26.6% | +38.9% | +12.3% |
| 6M | -6.5% | +18.1% | -24.6% | -6.6% |
| YTD | +4.9% | +14.5% | -9.6% | +4.6% |
| 1Y | -10.5% | +83.3% | -93.8% | -11.3% |
| 3Y | +104.6% | +461.5% | -356.9% | +95.1% |
| 5Y | +64.2% | +29.3% | +34.9% | +54.2% |
| All | +80.4% | +69.8% | +10.6% | +64.0% |
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