+27.4%
WMT vs CIFR
-69.0%
+96.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -20.0% | +23.4% | +2.7% |
| 7D | +8.8% | -26.7% | +35.5% | +7.8% |
| 30D | +22.9% | -58.0% | +80.9% | +20.3% |
| 3M | +16.1% | -68.1% | +84.2% | +13.2% |
| 6M | -0.5% | -63.7% | +63.2% | -3.3% |
| YTD | +16.7% | -56.0% | +72.6% | +12.0% |
| 1Y | +27.4% | -71.1% | +98.5% | +23.0% |
| All | +27.4% | -69.0% | +96.4% | +23.0% |
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