+264.7%
XOM vs CIFR
+21.7%
+243.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +0.6% |
| 7D | +1.9% | -8.2% | +10.1% | +1.9% |
| 30D | +4.1% | -7.4% | +11.4% | +4.1% |
| 3M | +10.4% | -24.2% | +34.6% | +10.4% |
| 6M | +13.0% | +14.2% | -1.2% | +12.5% |
| YTD | +40.1% | +8.0% | +32.1% | +39.3% |
| 1Y | +51.1% | +55.5% | -4.4% | +49.3% |
| 3Y | +57.7% | +429.6% | -371.8% | +52.3% |
| 5Y | +264.7% | +20.8% | +244.0% | +253.9% |
| All | +264.7% | +21.7% | +243.1% | +253.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling