+120.4%
XLK vs CIFR
+465.4%
-345.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.8% |
| 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% | +3.7% |
| 6M | +34.0% | +19.4% | +14.5% | +29.1% |
| YTD | +30.7% | +14.2% | +16.5% | +25.4% |
| 1Y | +39.2% | +69.0% | -29.8% | +27.3% |
| 3Y | +120.4% | +503.9% | -383.5% | +75.0% |
| All | +120.4% | +465.4% | -345.0% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling