+4.6%
TSLA vs CIFR
+122.3%
-117.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.1% | -6.2% |
| 7D | +1.5% | +16.9% | -15.4% | -0.6% |
| 30D | +10.1% | -5.2% | +15.3% | +10.1% |
| 3M | -15.4% | -30.6% | +15.2% | -13.3% |
| 6M | -12.8% | +10.6% | -23.4% | -17.3% |
| YTD | -21.3% | +20.2% | -41.5% | -27.0% |
| 1Y | +4.6% | +139.7% | -135.1% | -6.3% |
| All | +4.6% | +122.3% | -117.7% | -6.3% |
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 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