+91.4%
ORCL vs CIFR
+48.5%
+43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.9% |
| 7D | +5.3% | +16.9% | -11.7% | +3.9% |
| 30D | +10.0% | -5.2% | +15.2% | +10.0% |
| 3M | -32.6% | -30.6% | -2.0% | -31.5% |
| 6M | +4.9% | +10.6% | -5.7% | +2.3% |
| YTD | -17.8% | +20.2% | -37.9% | -20.6% |
| 1Y | -28.0% | +139.7% | -167.7% | -34.0% |
| 3Y | +36.0% | +489.4% | -453.4% | +14.9% |
| All | +91.4% | +48.5% | +43.0% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling