+6.7%
TSLA vs CIFR
-30.8%
+37.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | -4.7% | -19.6% | +14.9% | -1.6% |
| 30D | -0.8% | -51.7% | +50.9% | +10.6% |
| 3M | +14.8% | -60.0% | +74.8% | +30.4% |
| 6M | -11.3% | -68.2% | +56.9% | +1.9% |
| YTD | -15.6% | -55.8% | +40.2% | -11.1% |
| 1Y | -14.7% | -66.8% | +52.1% | -6.6% |
| 3Y | +76.9% | +119.1% | -42.2% | +17.6% |
| 5Y | +6.7% | -25.3% | +32.0% | -21.8% |
| All | +6.7% | -30.8% | +37.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling