+547.0%
XOM vs CIFR
-31.1%
+578.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 6M | +14.0% | -67.7% | +81.7% | +14.4% |
| YTD | +44.6% | -53.5% | +98.1% | +44.2% |
| 1Y | +47.8% | -54.1% | +101.8% | +47.3% |
| 3Y | +79.6% | +138.2% | -58.6% | +73.6% |
| 5Y | +214.3% | -18.5% | +232.8% | +208.9% |
| All | +547.0% | -31.1% | +578.1% | +495.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling