+25.0%
V vs CIFR
-61.8%
+86.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.5% | -10.1% | -0.3% |
| 7D | -0.4% | +28.8% | -29.2% | +0.7% |
| 30D | +6.3% | -36.9% | +43.3% | +4.9% |
| 3M | +17.2% | -60.0% | +77.1% | +14.1% |
| 6M | +29.2% | -64.4% | +93.6% | +25.4% |
| YTD | +20.8% | -51.6% | +72.3% | +16.4% |
| 1Y | +25.0% | -58.9% | +83.9% | +20.7% |
| All | +25.0% | -61.8% | +86.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling