+251.6%
ORCL vs CAG
-38.3%
+289.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | +0.5% | +4.6% | -4.1% | +0.2% |
| 30D | -15.3% | +14.7% | -29.9% | -16.2% |
| 3M | -18.2% | +2.4% | -20.6% | -18.4% |
| 6M | -38.4% | +10.7% | -49.1% | -39.1% |
| YTD | -37.7% | -5.5% | -32.2% | -37.6% |
| 1Y | -49.3% | -4.6% | -44.7% | -49.3% |
| 3Y | +10.6% | -34.4% | +45.1% | +15.6% |
| 5Y | +35.5% | -39.2% | +74.7% | +43.2% |
| 10Y | +251.6% | -39.0% | +290.5% | +255.9% |
| All | +251.6% | -38.3% | +289.9% | +255.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling