-7.4%
T vs CIFR
-70.1%
+62.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +0.5% |
| 7D | +2.6% | -19.6% | +22.2% | +1.8% |
| 30D | -1.1% | -51.7% | +50.6% | -3.7% |
| 3M | -7.7% | -60.0% | +52.3% | -10.6% |
| 6M | -10.6% | -68.2% | +57.6% | -13.4% |
| YTD | -7.5% | -55.8% | +48.3% | -8.5% |
| 1Y | -7.4% | -66.8% | +59.3% | -9.0% |
| All | -7.4% | -70.1% | +62.7% | -9.0% |
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 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