+45.4%
ORCL vs CIFR
-12.8%
+58.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +10.4% | +28.8% | -18.5% | +7.7% |
| 30D | -11.2% | -36.9% | +25.7% | -7.9% |
| 3M | -16.8% | -60.0% | +43.2% | -10.7% |
| 6M | -31.5% | -64.4% | +32.9% | -26.6% |
| YTD | -33.9% | -51.6% | +17.6% | -31.6% |
| 1Y | -43.3% | -58.9% | +15.6% | -40.8% |
| 3Y | +16.5% | +139.9% | -123.5% | +4.4% |
| 5Y | +45.4% | -15.1% | +60.5% | +8.6% |
| All | +45.4% | -12.8% | +58.2% | +8.6% |
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