-2.3%
WMT vs CIFR
-66.5%
+64.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.1% |
| 7D | +2.0% | +4.8% | -2.8% | +2.6% |
| 30D | +10.3% | -31.0% | +41.3% | +7.6% |
| 3M | +11.0% | -58.7% | +69.7% | +4.4% |
| 6M | -2.3% | -67.7% | +65.4% | -7.7% |
| All | -2.3% | -66.5% | +64.2% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling