+114.5%
ORCL vs CIFR
-34.4%
+148.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.2% |
| 7D | -6.5% | -19.6% | +13.1% | -5.0% |
| 30D | -16.6% | -51.7% | +35.1% | -11.8% |
| 3M | -21.6% | -60.0% | +38.4% | -16.2% |
| 6M | -39.4% | -68.2% | +28.9% | -34.7% |
| YTD | -38.7% | -55.8% | +17.1% | -36.1% |
| 1Y | -50.4% | -66.8% | +16.4% | -47.5% |
| 3Y | +8.1% | +119.1% | -111.0% | -0.9% |
| 5Y | +34.5% | -25.3% | +59.8% | +14.7% |
| All | +114.5% | -34.4% | +148.9% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling