+141.7%
VOO vs CIFR
+69.3%
+72.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.6% |
| 7D | -0.8% | -5.0% | +4.2% | -0.6% |
| 30D | -1.1% | -5.7% | +4.6% | -1.0% |
| 3M | +3.9% | -25.5% | +29.4% | +4.4% |
| 6M | +13.6% | +19.4% | -5.8% | +10.9% |
| YTD | +12.7% | +14.2% | -1.5% | +9.7% |
| 1Y | +17.6% | +69.0% | -51.4% | +11.1% |
| 3Y | +77.3% | +503.9% | -426.6% | +49.8% |
| 5Y | +84.1% | +27.7% | +56.5% | +53.0% |
| All | +141.7% | +69.3% | +72.4% | +92.9% |
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