+39.2%
XLK vs CIFR
+66.0%
-26.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.7% |
| 7D | +0.2% | -5.0% | +5.2% | +0.7% |
| 30D | -0.6% | -5.7% | +5.1% | -0.5% |
| 3M | +2.6% | -25.5% | +28.1% | +3.9% |
| 6M | +34.0% | +19.4% | +14.5% | +28.2% |
| YTD | +30.7% | +14.2% | +16.5% | +24.5% |
| 1Y | +39.2% | +69.0% | -29.8% | +30.8% |
| All | +39.2% | +66.0% | -26.8% | +30.8% |
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