-41.6%
ORCL vs CAG
-9.3%
-32.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -0.7% |
| 7D | +8.0% | -3.3% | +11.3% | +6.1% |
| 30D | -4.0% | +7.7% | -11.6% | +0.4% |
| 3M | -19.5% | -3.2% | -16.3% | -19.8% |
| 6M | -33.5% | +7.0% | -40.4% | -29.0% |
| YTD | -34.8% | -9.0% | -25.8% | -35.6% |
| 1Y | -41.6% | -9.6% | -32.0% | -43.3% |
| All | -41.6% | -9.3% | -32.3% | -43.3% |
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