+282.9%
CVX vs CIFR
+60.2%
+222.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.4% |
| 7D | +0.7% | -8.2% | +8.9% | +0.8% |
| 30D | +9.1% | -7.4% | +16.5% | +9.1% |
| 3M | +13.1% | -24.2% | +37.2% | +13.1% |
| 6M | +16.3% | +14.2% | +2.1% | +15.5% |
| YTD | +43.5% | +8.0% | +35.5% | +42.4% |
| 1Y | +40.2% | +55.5% | -15.4% | +37.8% |
| 3Y | +44.2% | +429.6% | -385.3% | +37.1% |
| 5Y | +170.6% | +20.8% | +149.9% | +160.6% |
| All | +282.9% | +60.2% | +222.7% | +242.6% |
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