+49.9%
XLE vs CIFR
-69.0%
+118.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -20.0% | +15.2% | -5.0% |
| 7D | -7.2% | -26.7% | +19.5% | -7.6% |
| 30D | +0.1% | -58.0% | +58.1% | -1.2% |
| 3M | +9.2% | -68.1% | +77.3% | +7.7% |
| 6M | +8.4% | -63.7% | +72.0% | +7.0% |
| YTD | +44.9% | -56.0% | +100.8% | +42.1% |
| 1Y | +49.9% | -71.1% | +121.0% | +47.4% |
| All | +49.9% | -69.0% | +118.9% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling