+42.4%
XLE vs CIFR
-62.6%
+105.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.9% | -7.0% | +1.9% |
| 7D | -0.2% | +9.4% | -9.6% | -0.2% |
| 30D | -4.0% | -45.3% | +41.3% | -4.8% |
| 3M | +4.6% | -58.7% | +63.3% | +3.5% |
| 6M | +12.3% | -64.9% | +77.2% | +11.1% |
| YTD | +44.5% | -51.8% | +96.4% | +41.4% |
| 1Y | +42.4% | -61.9% | +104.3% | +40.1% |
| All | +42.4% | -62.6% | +105.0% | +40.1% |
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