+37.5%
CVX vs CIFR
+122.3%
-84.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.2% |
| 7D | +3.3% | +16.9% | -13.6% | +3.7% |
| 30D | +12.9% | -5.2% | +18.1% | +12.9% |
| 3M | +11.7% | -30.6% | +42.3% | +11.5% |
| 6M | +14.1% | +10.6% | +3.5% | +14.7% |
| YTD | +40.7% | +20.2% | +20.5% | +41.3% |
| 1Y | +37.5% | +139.7% | -102.2% | +38.9% |
| All | +37.5% | +122.3% | -84.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling