-34.0%
CIFR vs XOP
+367.6%
-401.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | -19.6% | -8.4% | -11.2% | -16.8% |
| 30D | -51.7% | -8.4% | -43.3% | -50.3% |
| 3M | -60.0% | +0.2% | -60.2% | -60.3% |
| 6M | -68.2% | +7.2% | -75.4% | -69.5% |
| YTD | -55.8% | +40.8% | -96.6% | -62.5% |
| 1Y | -66.8% | +36.3% | -103.1% | -71.4% |
| 3Y | +119.1% | +37.2% | +81.9% | +90.4% |
| 5Y | -25.3% | +86.6% | -111.9% | -38.4% |
| All | -34.0% | +367.6% | -401.7% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling