+94.8%
V vs CIFR
+86.0%
+8.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -1.8% |
| 7D | -1.1% | +26.7% | -27.8% | -1.8% |
| 30D | +1.9% | +7.7% | -5.9% | +1.5% |
| 3M | +15.5% | -23.8% | +39.3% | +15.7% |
| 6M | +16.6% | +35.9% | -19.3% | +13.7% |
| YTD | +5.7% | +25.4% | -19.7% | +2.9% |
| 1Y | +8.6% | +139.8% | -131.2% | +1.8% |
| 3Y | +52.5% | +515.0% | -462.4% | +31.0% |
| 5Y | +67.1% | +52.1% | +15.0% | +38.0% |
| All | +94.8% | +86.0% | +8.8% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling