+126.1%
CVX vs CIFR
-30.8%
+156.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.2% |
| 7D | -6.2% | -19.6% | +13.3% | -6.1% |
| 30D | -0.4% | -51.7% | +51.3% | +0.1% |
| 3M | +9.3% | -60.0% | +69.3% | +9.8% |
| 6M | +18.4% | -68.2% | +86.6% | +19.0% |
| YTD | +42.5% | -55.8% | +98.2% | +42.2% |
| 1Y | +41.0% | -66.8% | +107.8% | +41.2% |
| 3Y | +67.5% | +119.1% | -51.6% | +60.4% |
| 5Y | +126.1% | -25.3% | +151.4% | +110.7% |
| All | +126.1% | -30.8% | +156.9% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling