+20.7%
XLK vs CIFR
-69.0%
+89.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -20.0% | +19.9% | +2.7% |
| 7D | -7.6% | -26.7% | +19.1% | -4.2% |
| 30D | -12.2% | -58.0% | +45.9% | -2.4% |
| 3M | -5.5% | -68.1% | +62.7% | +8.0% |
| 6M | +9.2% | -63.7% | +72.8% | +20.0% |
| YTD | +23.0% | -56.0% | +79.0% | +29.6% |
| 1Y | +20.7% | -71.1% | +91.8% | +31.0% |
| All | +20.7% | -69.0% | +89.8% | +31.0% |
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