+437.2%
XLE vs CIFR
-28.1%
+465.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | +4.4% | +28.8% | -24.4% | +3.9% |
| 30D | -4.3% | -36.9% | +32.7% | -3.7% |
| 3M | +6.0% | -60.0% | +66.0% | +7.3% |
| 6M | +13.2% | -64.4% | +77.6% | +14.3% |
| YTD | +46.7% | -51.6% | +98.3% | +46.6% |
| 1Y | +46.6% | -58.9% | +105.5% | +46.8% |
| 3Y | +69.6% | +139.9% | -70.4% | +60.1% |
| 5Y | +166.5% | -15.1% | +181.6% | +153.2% |
| All | +437.2% | -28.1% | +465.3% | +380.7% |
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 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