+177.4%
TSLA vs CIFR
-31.1%
+208.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.1% |
| 7D | +8.9% | +4.8% | +4.1% | +8.0% |
| 30D | +6.3% | -31.0% | +37.3% | +11.7% |
| 3M | +14.8% | -58.7% | +73.5% | +29.7% |
| 6M | -12.4% | -67.7% | +55.3% | +0.3% |
| YTD | -13.2% | -53.5% | +40.3% | -9.5% |
| 1Y | -2.9% | -54.1% | +51.1% | +0.5% |
| 3Y | +74.4% | +138.2% | -63.8% | +15.3% |
| 5Y | +13.3% | -18.5% | +31.8% | -28.7% |
| All | +177.4% | -31.1% | +208.5% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling