+123.1%
V vs CIFR
-31.6%
+154.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -1.0% |
| 30D | +9.5% | -49.6% | +59.2% | +11.3% |
| 3M | +16.7% | -60.4% | +77.0% | +19.2% |
| 6M | +32.9% | -66.9% | +99.8% | +35.4% |
| YTD | +21.1% | -53.9% | +75.0% | +20.8% |
| 1Y | +26.6% | -67.1% | +93.7% | +27.7% |
| 3Y | +78.4% | +118.3% | -39.9% | +57.8% |
| 5Y | +105.5% | -26.9% | +132.3% | +76.1% |
| All | +123.1% | -31.6% | +154.6% | +85.0% |
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