+414.6%
XLE vs CIFR
-34.2%
+448.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.9% | -17.9% | -0.3% |
| 7D | -12.0% | -10.2% | -1.8% | -11.9% |
| 30D | -2.7% | -55.0% | +52.3% | -1.7% |
| 3M | +6.6% | -64.1% | +70.6% | +8.0% |
| 6M | +9.5% | -70.1% | +79.7% | +11.0% |
| YTD | +40.6% | -55.7% | +96.2% | +40.6% |
| 1Y | +43.6% | -69.9% | +113.5% | +44.7% |
| 3Y | +58.1% | +68.7% | -10.6% | +49.7% |
| 5Y | +152.2% | -26.2% | +178.4% | +140.3% |
| All | +414.6% | -34.2% | +448.8% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling