+33.1%
V vs CIFR
-70.7%
+103.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.9% | -17.9% | +1.2% |
| 7D | +2.2% | -10.2% | +12.4% | +1.7% |
| 30D | +13.6% | -55.0% | +68.6% | +8.3% |
| 3M | +14.3% | -64.1% | +78.4% | +7.7% |
| 6M | +33.1% | -70.1% | +103.2% | +25.3% |
| All | +33.1% | -70.7% | +103.8% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling