+79.2%
CIFR vs XOP
+406.1%
-326.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.4% |
| 7D | +16.9% | +2.6% | +14.4% | +15.8% |
| 30D | -5.2% | +15.4% | -20.6% | -10.1% |
| 3M | -30.6% | +12.1% | -42.6% | -33.6% |
| 6M | +10.6% | +19.7% | -9.1% | +1.3% |
| YTD | +20.2% | +52.4% | -32.2% | -0.3% |
| 1Y | +139.7% | +47.6% | +92.2% | +101.1% |
| 3Y | +489.4% | +34.4% | +455.0% | +408.8% |
| 5Y | +54.4% | +154.4% | -100.0% | +24.2% |
| All | +79.2% | +406.1% | -326.9% | +42.6% |
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