+141.5%
WMT vs CIFR
+78.3%
+63.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.2% |
| 7D | +3.9% | +16.9% | -13.0% | +3.7% |
| 30D | -4.4% | -5.2% | +0.8% | -4.4% |
| 3M | -8.8% | -30.6% | +21.8% | -8.5% |
| 6M | -15.6% | +10.6% | -26.2% | -16.5% |
| YTD | -3.2% | +20.2% | -23.4% | -4.6% |
| 1Y | +7.0% | +139.7% | -132.7% | +3.4% |
| 3Y | +105.3% | +489.4% | -384.1% | +89.7% |
| 5Y | +129.3% | +54.4% | +74.9% | +109.8% |
| All | +141.5% | +78.3% | +63.2% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling