+87.0%
CIFR vs ORLY
+175.8%
-88.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.3% |
| 7D | +26.7% | -2.3% | +29.0% | +26.6% |
| 30D | +7.7% | -8.2% | +15.9% | +7.5% |
| 3M | -23.8% | -3.5% | -20.3% | -23.9% |
| 6M | +35.9% | -9.2% | +45.1% | +36.5% |
| YTD | +25.4% | -5.8% | +31.2% | +25.9% |
| 1Y | +139.8% | -19.3% | +159.0% | +143.8% |
| 3Y | +515.0% | +34.4% | +480.5% | +467.9% |
| 5Y | +52.1% | +117.8% | -65.8% | +16.3% |
| All | +87.0% | +175.8% | -88.8% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling