-13.3%
TSLA vs CIFR
-69.0%
+55.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -20.0% | +16.6% | -0.6% |
| 7D | -4.7% | -26.7% | +22.0% | -1.1% |
| 30D | +1.7% | -58.0% | +59.7% | +13.7% |
| 3M | +17.7% | -68.1% | +85.8% | +35.5% |
| 6M | -1.9% | -63.7% | +61.8% | +7.8% |
| YTD | -14.3% | -56.0% | +41.6% | -11.3% |
| 1Y | -13.3% | -71.1% | +57.8% | -2.2% |
| All | -13.3% | -69.0% | +55.8% | -2.2% |
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