+43.4%
XLK vs CIFR
+122.3%
-78.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | +0.9% | +16.9% | -16.1% | -1.1% |
| 30D | +0.7% | -5.2% | +5.9% | +0.9% |
| 3M | -2.9% | -30.6% | +27.6% | -1.0% |
| 6M | +34.3% | +10.6% | +23.7% | +29.3% |
| YTD | +30.4% | +20.2% | +10.2% | +23.9% |
| 1Y | +43.4% | +139.7% | -96.4% | +34.3% |
| All | +43.4% | +122.3% | -78.9% | +34.3% |
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