+58.2%
T vs CIFR
-31.6%
+89.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | +0.8% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | -1.7% | -49.6% | +47.9% | -1.7% |
| 3M | -7.3% | -60.4% | +53.0% | -7.3% |
| 6M | -11.2% | -66.9% | +55.7% | -11.2% |
| YTD | -8.1% | -53.9% | +45.8% | -8.3% |
| 1Y | -8.0% | -67.1% | +59.1% | -8.0% |
| 3Y | +62.1% | +118.3% | -56.1% | +55.0% |
| 5Y | +55.7% | -26.9% | +82.6% | +48.2% |
| All | +58.2% | -31.6% | +89.7% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling