+70.2%
CIFR vs USO
+443.9%
-373.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.8% |
| 7D | -5.0% | +9.1% | -14.1% | -5.5% |
| 30D | -5.7% | +21.7% | -27.4% | -6.8% |
| 3M | -25.5% | +20.2% | -45.8% | -26.3% |
| 6M | +19.4% | +43.4% | -23.9% | +13.1% |
| YTD | +14.2% | +124.0% | -109.8% | -2.2% |
| 1Y | +69.0% | +112.2% | -43.2% | +46.2% |
| 3Y | +503.9% | +97.7% | +406.3% | +420.6% |
| 5Y | +27.7% | +217.4% | -189.8% | +3.2% |
| All | +70.2% | +443.9% | -373.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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