+70.0%
XLE vs CIFR
+129.4%
-59.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.1% |
| 7D | +5.4% | +4.8% | +0.6% | +5.3% |
| 30D | -3.9% | -31.0% | +27.0% | -3.3% |
| 3M | +7.0% | -58.7% | +65.7% | +8.8% |
| 6M | +14.2% | -67.7% | +81.9% | +16.2% |
| YTD | +48.2% | -53.5% | +101.7% | +47.6% |
| 1Y | +47.7% | -54.1% | +101.7% | +46.9% |
| 3Y | +70.0% | +138.2% | -68.2% | +45.9% |
| All | +70.0% | +129.4% | -59.4% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling