+76.9%
TSLA vs CIFR
+116.9%
-40.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | -4.7% | -19.6% | +14.9% | -1.5% |
| 30D | -0.8% | -51.7% | +50.9% | +10.9% |
| 3M | +14.8% | -60.0% | +74.8% | +30.8% |
| 6M | -11.3% | -68.2% | +56.9% | +2.2% |
| YTD | -15.6% | -55.8% | +40.2% | -11.4% |
| 1Y | -14.7% | -66.8% | +52.1% | -6.7% |
| 3Y | +76.9% | +119.1% | -42.2% | +25.8% |
| All | +76.9% | +116.9% | -40.0% | +25.8% |
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