-30.7%
CIFR vs OXY
+537.6%
-568.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.1% |
| 7D | +4.8% | +4.2% | +0.6% | +4.2% |
| 30D | -31.0% | -4.3% | -26.7% | -30.5% |
| 3M | -58.7% | +2.3% | -61.0% | -59.0% |
| 6M | -67.7% | +5.5% | -73.2% | -68.2% |
| YTD | -53.5% | +44.9% | -98.4% | -57.6% |
| 1Y | -54.1% | +42.6% | -96.7% | -58.0% |
| 3Y | +138.2% | +0.7% | +137.4% | +129.4% |
| 5Y | -18.5% | +96.9% | -115.4% | -27.4% |
| All | -30.7% | +537.6% | -568.3% | -39.0% |
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