+48.2%
TSLA vs CIFR
+506.9%
-458.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.4% | +3.2% |
| 7D | +3.4% | +26.7% | -23.3% | -0.9% |
| 30D | +12.0% | +7.7% | +4.3% | +9.7% |
| 3M | -10.0% | -23.8% | +13.8% | -8.7% |
| 6M | -7.2% | +35.9% | -43.1% | -16.7% |
| YTD | -18.1% | +25.4% | -43.5% | -26.8% |
| 1Y | +6.3% | +139.8% | -133.5% | -19.6% |
| 3Y | +48.2% | +515.0% | -466.8% | -13.2% |
| All | +48.2% | +506.9% | -458.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling