+529.6%
XOM vs CIFR
+69.3%
+460.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.4% |
| 7D | +4.1% | -5.0% | +9.1% | +4.1% |
| 30D | +4.6% | -5.7% | +10.3% | +4.6% |
| 3M | +14.0% | -25.5% | +39.5% | +14.0% |
| 6M | +11.0% | +19.4% | -8.5% | +10.4% |
| YTD | +40.7% | +14.2% | +26.5% | +39.9% |
| 1Y | +52.3% | +69.0% | -16.7% | +50.3% |
| 3Y | +60.5% | +503.9% | -443.5% | +54.7% |
| 5Y | +266.4% | +27.7% | +238.8% | +261.3% |
| All | +529.6% | +69.3% | +460.2% | +477.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling