+275.4%
ORCL vs CAG
-38.0%
+313.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +10.4% | -6.2% | +16.6% | +10.7% |
| 30D | -11.2% | +7.4% | -18.7% | -11.8% |
| 3M | -16.8% | -1.6% | -15.2% | -16.8% |
| 6M | -31.5% | +6.3% | -37.8% | -32.1% |
| YTD | -33.9% | -10.1% | -23.8% | -33.6% |
| 1Y | -43.3% | -10.2% | -33.0% | -43.1% |
| 3Y | +16.5% | -37.3% | +53.8% | +21.9% |
| 5Y | +45.4% | -41.6% | +87.0% | +53.8% |
| All | +275.4% | -38.0% | +313.5% | +268.6% |
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