+275.4%
CVX vs CIFR
+78.3%
+197.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | +3.3% | +16.9% | -13.6% | +3.2% |
| 30D | +12.9% | -5.2% | +18.1% | +12.9% |
| 3M | +11.7% | -30.6% | +42.3% | +11.9% |
| 6M | +14.1% | +10.6% | +3.5% | +13.5% |
| YTD | +40.7% | +20.2% | +20.5% | +39.5% |
| 1Y | +37.5% | +139.7% | -102.2% | +34.3% |
| 3Y | +43.9% | +489.4% | -445.4% | +36.7% |
| 5Y | +161.5% | +54.4% | +107.1% | +149.6% |
| All | +275.4% | +78.3% | +197.1% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling