+6.0%
TSLA vs CIFR
+106.8%
-100.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.6% | +1.1% |
| 7D | +3.0% | +11.3% | -8.3% | +1.4% |
| 30D | +11.2% | +3.5% | +7.7% | +9.8% |
| 3M | -7.3% | -26.6% | +19.4% | -5.8% |
| 6M | -7.7% | +18.1% | -25.8% | -13.5% |
| YTD | -18.2% | +14.5% | -32.7% | -24.0% |
| 1Y | +6.0% | +83.3% | -77.3% | -6.2% |
| All | +6.0% | +106.8% | -100.8% | -6.2% |
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