-49.5%
ORCL vs CAG
-6.8%
-42.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | +1.1% |
| 7D | -14.4% | +9.7% | -24.1% | -10.0% |
| 30D | -12.8% | +15.8% | -28.6% | -5.7% |
| 3M | -14.8% | +1.8% | -16.6% | -13.1% |
| 6M | -30.9% | +11.5% | -42.4% | -24.8% |
| YTD | -35.7% | -6.7% | -28.9% | -35.7% |
| 1Y | -49.5% | -5.6% | -43.8% | -49.8% |
| All | -49.5% | -6.8% | -42.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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