+53.4%
T vs CIFR
-29.9%
+83.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +17.9% | -18.8% | -0.8% |
| 7D | +1.0% | -10.2% | +11.2% | +1.0% |
| 30D | -10.6% | -55.0% | +44.4% | -10.7% |
| 3M | -7.7% | -64.1% | +56.3% | -7.8% |
| 6M | -13.3% | -70.1% | +56.8% | -13.4% |
| YTD | -8.8% | -55.7% | +46.9% | -9.0% |
| 1Y | -8.4% | -69.9% | +61.5% | -8.5% |
| 3Y | +59.6% | +68.7% | -9.0% | +54.0% |
| All | +53.4% | -29.9% | +83.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling