+52.6%
XOM vs CIFR
-69.0%
+121.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -20.0% | +15.3% | -5.2% |
| 7D | -7.0% | -26.7% | +19.7% | -7.8% |
| 30D | +3.2% | -58.0% | +61.2% | +0.7% |
| 3M | +10.7% | -68.1% | +78.8% | +7.6% |
| 6M | +11.6% | -63.7% | +75.3% | +9.0% |
| YTD | +43.5% | -56.0% | +99.4% | +40.1% |
| 1Y | +52.6% | -71.1% | +123.7% | +48.1% |
| All | +52.6% | -69.0% | +121.6% | +48.1% |
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