+47.8%
XOM vs CIFR
-58.8%
+106.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.4% |
| 7D | +2.8% | +4.8% | -2.0% | +3.0% |
| 30D | -3.6% | -31.0% | +27.4% | -4.5% |
| 3M | +8.2% | -58.7% | +67.0% | +5.8% |
| 6M | +14.0% | -67.7% | +81.7% | +11.5% |
| YTD | +44.6% | -53.5% | +98.1% | +40.8% |
| 1Y | +47.8% | -54.1% | +101.8% | +44.1% |
| All | +47.8% | -58.8% | +106.6% | +44.1% |
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