+48.0%
CVX vs CIFR
+467.1%
-419.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.7% | +10.6% | +2.0% |
| 7D | +1.0% | +11.3% | -10.4% | +0.8% |
| 30D | +10.7% | +3.5% | +7.2% | +10.5% |
| 3M | +15.5% | -26.6% | +42.1% | +15.6% |
| 6M | +14.9% | +18.1% | -3.2% | +13.7% |
| YTD | +44.2% | +14.5% | +29.7% | +42.4% |
| 1Y | +43.5% | +83.3% | -39.8% | +39.0% |
| All | +48.0% | +467.1% | -419.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling