+130.8%
WMT vs CIFR
+38.5%
+92.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.7% | +8.5% | -0.1% |
| 7D | -0.2% | +11.3% | -11.6% | -0.4% |
| 30D | -5.8% | +3.5% | -9.3% | -6.0% |
| 3M | -10.8% | -26.6% | +15.9% | -10.6% |
| 6M | -14.3% | +18.1% | -32.4% | -15.4% |
| YTD | -4.4% | +14.5% | -18.9% | -5.7% |
| 1Y | +4.3% | +83.3% | -79.0% | +1.3% |
| 3Y | +100.1% | +461.5% | -361.4% | +84.9% |
| 5Y | +130.8% | +29.3% | +101.5% | +111.2% |
| All | +130.8% | +38.5% | +92.3% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling