+26.9%
CIFR vs ORLY
+116.6%
-89.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | -5.0% | -2.4% | -2.7% | -5.1% |
| 30D | -5.7% | -6.8% | +1.1% | -5.9% |
| 3M | -25.5% | -4.8% | -20.8% | -25.6% |
| 6M | +19.4% | -9.1% | +28.5% | +19.9% |
| YTD | +14.2% | -5.9% | +20.1% | +14.6% |
| 1Y | +69.0% | -20.4% | +89.4% | +72.6% |
| 3Y | +503.9% | +36.6% | +467.4% | +447.8% |
| All | +26.9% | +116.6% | -89.7% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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