+182.6%
TSLA vs CIFR
-28.1%
+210.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +15.6% | +28.8% | -13.2% | +10.6% |
| 30D | +5.9% | -36.9% | +42.9% | +12.9% |
| 3M | +21.4% | -60.0% | +81.3% | +37.7% |
| 6M | -8.3% | -64.4% | +56.1% | +3.2% |
| YTD | -11.6% | -51.6% | +39.9% | -8.5% |
| 1Y | -7.7% | -58.9% | +51.2% | -2.6% |
| 3Y | +85.2% | +139.9% | -54.8% | +22.2% |
| 5Y | +15.4% | -15.1% | +30.5% | -27.9% |
| All | +182.6% | -28.1% | +210.7% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling