+79.6%
XOM vs CIFR
+129.4%
-49.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.5% |
| 7D | +2.8% | +4.8% | -2.0% | +2.8% |
| 30D | -3.6% | -31.0% | +27.4% | -3.5% |
| 3M | +8.2% | -58.7% | +67.0% | +8.7% |
| 6M | +14.0% | -67.7% | +81.7% | +14.5% |
| YTD | +44.6% | -53.5% | +98.1% | +43.6% |
| 1Y | +47.8% | -54.1% | +101.8% | +46.7% |
| 3Y | +79.6% | +138.2% | -58.6% | +60.3% |
| All | +79.6% | +129.4% | -49.9% | +60.3% |
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