+228.7%
XLK vs CIFR
+69.3%
+159.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.9% |
| 7D | +0.2% | -5.0% | +5.2% | +0.6% |
| 30D | -0.6% | -5.7% | +5.1% | -0.5% |
| 3M | +2.6% | -25.5% | +28.1% | +3.6% |
| 6M | +34.0% | +19.4% | +14.5% | +29.9% |
| YTD | +30.7% | +14.2% | +16.5% | +26.3% |
| 1Y | +39.2% | +69.0% | -29.8% | +29.1% |
| 3Y | +120.4% | +503.9% | -383.5% | +75.6% |
| 5Y | +148.8% | +27.7% | +121.1% | +93.7% |
| All | +228.7% | +69.3% | +159.3% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling