+53.3%
XLE vs CIFR
+150.5%
-97.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.1% |
| 7D | 0.0% | +26.7% | -26.7% | +0.2% |
| 30D | +12.6% | +7.7% | +4.9% | +12.8% |
| 3M | +11.8% | -23.8% | +35.6% | +11.9% |
| 6M | +16.1% | +35.9% | -19.8% | +15.8% |
| YTD | +46.9% | +25.4% | +21.5% | +46.4% |
| 1Y | +53.3% | +139.8% | -86.5% | +55.2% |
| All | +53.3% | +150.5% | -97.2% | +55.2% |
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