-49.5%
ORCL vs CIFR
-69.0%
+19.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -20.0% | +18.0% | +2.1% |
| 7D | -14.4% | -26.7% | +12.3% | -9.6% |
| 30D | -12.8% | -58.0% | +45.2% | +1.6% |
| 3M | -14.8% | -68.1% | +53.3% | +3.2% |
| 6M | -30.9% | -63.7% | +32.8% | -21.2% |
| YTD | -35.7% | -56.0% | +20.3% | -31.7% |
| 1Y | -49.5% | -71.1% | +21.6% | -43.2% |
| All | -49.5% | -69.0% | +19.6% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling