+77.6%
V vs CIFR
+54.7%
+22.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.9% | -17.9% | -0.2% |
| 7D | +2.2% | -10.2% | +12.4% | +2.2% |
| 30D | +13.6% | -55.0% | +68.6% | +14.8% |
| 3M | +14.3% | -64.1% | +78.4% | +15.8% |
| 6M | +33.1% | -70.1% | +103.2% | +34.6% |
| YTD | +21.2% | -55.7% | +76.9% | +20.2% |
| 1Y | +26.4% | -69.9% | +96.3% | +26.8% |
| 3Y | +77.6% | +68.7% | +8.9% | +64.5% |
| All | +77.6% | +54.7% | +22.9% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling