-10.5%
T vs CIFR
+106.8%
-117.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +6.9% | -2.0% |
| 7D | -3.1% | +11.3% | -14.4% | -2.7% |
| 30D | +4.6% | +3.5% | +1.1% | +4.9% |
| 3M | +12.2% | -26.6% | +38.9% | +11.9% |
| 6M | -6.5% | +18.1% | -24.6% | -4.7% |
| YTD | +4.9% | +14.5% | -9.6% | +6.7% |
| 1Y | -10.5% | +83.3% | -93.8% | -7.9% |
| All | -10.5% | +106.8% | -117.3% | -7.9% |
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