+229.0%
XLK vs CIFR
+86.0%
+143.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | 0.0% |
| 7D | +2.3% | +26.7% | -24.4% | +0.4% |
| 30D | -0.1% | +7.7% | -7.8% | -0.9% |
| 3M | +2.1% | -23.8% | +25.9% | +2.9% |
| 6M | +37.2% | +35.9% | +1.3% | +31.8% |
| YTD | +30.8% | +25.4% | +5.4% | +25.6% |
| 1Y | +42.6% | +139.8% | -97.1% | +28.9% |
| 3Y | +121.8% | +515.0% | -393.1% | +76.2% |
| 5Y | +145.7% | +52.1% | +93.6% | +89.0% |
| All | +229.0% | +86.0% | +143.0% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling