+47.0%
CVX vs CIFR
-69.0%
+116.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -20.0% | +16.3% | -4.2% |
| 7D | -5.3% | -26.7% | +21.4% | -6.0% |
| 30D | +5.1% | -58.0% | +63.1% | +2.8% |
| 3M | +14.9% | -68.1% | +83.1% | +12.1% |
| 6M | +14.9% | -63.7% | +78.5% | +12.4% |
| YTD | +46.3% | -56.0% | +102.3% | +42.8% |
| 1Y | +47.0% | -71.1% | +118.1% | +43.3% |
| All | +47.0% | -69.0% | +116.1% | +43.3% |
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