+166.9%
XLE vs CIFR
-22.5%
+189.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.0% |
| 7D | +5.4% | +4.8% | +0.6% | +5.3% |
| 30D | -3.9% | -31.0% | +27.0% | -3.6% |
| 3M | +7.0% | -58.7% | +65.7% | +8.1% |
| 6M | +14.2% | -67.7% | +81.9% | +15.5% |
| YTD | +48.2% | -53.5% | +101.7% | +48.1% |
| 1Y | +47.7% | -54.1% | +101.7% | +47.5% |
| 3Y | +70.0% | +138.2% | -68.2% | +61.0% |
| All | +166.9% | -22.5% | +189.4% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling