+5.3%
WMT vs CIFR
+66.0%
-60.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.4% |
| 7D | 0.0% | -5.0% | +5.0% | -0.1% |
| 30D | -7.4% | -5.7% | -1.7% | -7.4% |
| 3M | -10.9% | -25.5% | +14.7% | -10.8% |
| 6M | -12.7% | +19.4% | -32.1% | -13.8% |
| YTD | -3.2% | +14.2% | -17.4% | -4.6% |
| 1Y | +5.3% | +69.0% | -63.7% | +3.4% |
| All | +5.3% | +66.0% | -60.7% | +3.4% |
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