+79.2%
CIFR vs USO
+398.5%
-319.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +16.9% | +9.5% | +7.5% | +16.3% |
| 30D | -5.2% | +23.6% | -28.8% | -6.4% |
| 3M | -30.6% | +3.8% | -34.4% | -30.6% |
| 6M | +10.6% | +55.0% | -44.4% | +1.3% |
| YTD | +20.2% | +105.3% | -85.1% | +3.5% |
| 1Y | +139.7% | +91.4% | +48.4% | +109.2% |
| 3Y | +489.4% | +84.6% | +404.8% | +410.3% |
| 5Y | +54.4% | +191.7% | -137.3% | +25.4% |
| All | +79.2% | +398.5% | -319.3% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling