+70.2%
CIFR vs OXY
+567.1%
-496.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | -5.0% | +2.8% | -7.9% | -5.4% |
| 30D | -5.7% | +5.5% | -11.2% | -6.5% |
| 3M | -25.5% | +11.3% | -36.8% | -27.0% |
| 6M | +19.4% | +11.6% | +7.8% | +15.6% |
| YTD | +14.2% | +51.6% | -37.4% | +3.7% |
| 1Y | +69.0% | +36.2% | +32.8% | +56.2% |
| 3Y | +503.9% | +1.7% | +502.2% | +480.9% |
| 5Y | +27.7% | +164.5% | -136.8% | +13.0% |
| All | +70.2% | +567.1% | -496.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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