+58.8%
XOM vs CIFR
+467.1%
-408.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +2.3% |
| 7D | 0.0% | +11.3% | -11.3% | -0.1% |
| 30D | +3.4% | +3.5% | 0.0% | +3.3% |
| 3M | +11.0% | -26.6% | +37.6% | +11.1% |
| 6M | +10.6% | +18.1% | -7.5% | +9.6% |
| YTD | +39.2% | +14.5% | +24.7% | +37.7% |
| 1Y | +52.7% | +83.3% | -30.6% | +48.5% |
| All | +58.8% | +467.1% | -408.4% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling