+70.2%
CIFR vs XOP
+419.4%
-349.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | +2.6% | -7.6% | -5.9% |
| 30D | -5.7% | +9.6% | -15.3% | -8.8% |
| 3M | -25.5% | +20.4% | -45.9% | -30.6% |
| 6M | +19.4% | +19.9% | -0.5% | +9.6% |
| YTD | +14.2% | +56.4% | -42.2% | -6.2% |
| 1Y | +69.0% | +52.4% | +16.6% | +40.1% |
| 3Y | +503.9% | +39.9% | +464.1% | +415.4% |
| 5Y | +27.7% | +163.7% | -136.1% | +1.7% |
| All | +70.2% | +419.4% | -349.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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