+289.4%
CVX vs CIFR
-28.1%
+317.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +1.6% | +28.8% | -27.2% | +1.4% |
| 30D | -0.6% | -36.9% | +36.3% | -0.4% |
| 3M | +11.0% | -60.0% | +71.0% | +11.6% |
| 6M | +18.4% | -64.4% | +82.8% | +19.0% |
| YTD | +45.9% | -51.6% | +97.5% | +45.6% |
| 1Y | +46.7% | -58.9% | +105.5% | +46.5% |
| 3Y | +71.6% | +139.9% | -68.4% | +63.8% |
| 5Y | +131.4% | -15.1% | +146.5% | +121.5% |
| All | +289.4% | -28.1% | +317.5% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling