+111.1%
ORCL vs CIFR
-34.2%
+145.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.9% | -17.1% | -0.7% |
| 7D | -11.2% | -10.2% | -0.9% | -10.6% |
| 30D | -18.8% | -55.0% | +36.2% | -13.7% |
| 3M | -18.8% | -64.1% | +45.3% | -12.5% |
| 6M | -39.7% | -70.1% | +30.4% | -34.8% |
| YTD | -39.6% | -55.7% | +16.0% | -37.2% |
| 1Y | -51.7% | -69.9% | +18.1% | -48.7% |
| 3Y | +10.2% | +68.7% | -58.5% | +1.8% |
| 5Y | +30.8% | -26.2% | +57.0% | +11.5% |
| All | +111.1% | -34.2% | +145.3% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling