+123.9%
V vs CIFR
-34.4%
+158.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | +0.8% | -19.6% | +20.4% | +1.3% |
| 30D | +9.9% | -51.7% | +61.6% | +11.9% |
| 3M | +17.5% | -60.0% | +77.5% | +19.9% |
| 6M | +33.5% | -68.2% | +101.7% | +36.1% |
| YTD | +21.6% | -55.8% | +77.3% | +21.4% |
| 1Y | +27.6% | -66.8% | +94.3% | +28.6% |
| 3Y | +76.4% | +119.1% | -42.7% | +56.0% |
| 5Y | +103.8% | -25.3% | +129.1% | +74.5% |
| All | +123.9% | -34.4% | +158.3% | +86.0% |
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