+98.2%
V vs CIFR
+78.3%
+19.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -1.7% | +16.9% | -18.7% | -2.2% |
| 30D | +2.0% | -5.2% | +7.1% | +2.0% |
| 3M | +17.4% | -30.6% | +47.9% | +17.9% |
| 6M | +17.5% | +10.6% | +6.9% | +15.4% |
| YTD | +7.6% | +20.2% | -12.6% | +4.8% |
| 1Y | +7.7% | +139.7% | -132.0% | +0.9% |
| 3Y | +54.7% | +489.4% | -434.7% | +33.0% |
| 5Y | +73.0% | +54.4% | +18.7% | +43.2% |
| All | +98.2% | +78.3% | +19.9% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling