+60.9%
T vs CIFR
-31.1%
+92.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +2.5% | +4.8% | -2.3% | +2.5% |
| 30D | -3.8% | -31.0% | +27.2% | -3.8% |
| 3M | -8.7% | -58.7% | +50.0% | -8.7% |
| 6M | -8.1% | -67.7% | +59.6% | -8.1% |
| YTD | -6.4% | -53.5% | +47.1% | -6.7% |
| 1Y | -9.8% | -54.1% | +44.3% | -10.0% |
| 3Y | +65.5% | +138.2% | -72.7% | +58.0% |
| 5Y | +57.0% | -18.5% | +75.5% | +48.9% |
| All | +60.9% | -31.1% | +92.0% | +46.3% |
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