+509.4%
XOM vs CIFR
+86.0%
+423.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.7% |
| 7D | -2.4% | +26.7% | -29.1% | -2.5% |
| 30D | +5.7% | +7.7% | -2.1% | +5.6% |
| 3M | +6.6% | -23.8% | +30.4% | +6.6% |
| 6M | +7.7% | +35.9% | -28.2% | +7.0% |
| YTD | +36.2% | +25.4% | +10.8% | +35.3% |
| 1Y | +50.5% | +139.8% | -89.3% | +48.0% |
| 3Y | +53.4% | +515.0% | -461.6% | +47.8% |
| 5Y | +254.2% | +52.1% | +202.1% | +248.0% |
| All | +509.4% | +86.0% | +423.3% | +458.3% |
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 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