-31.1%
ORCL vs CAG
-15.1%
-16.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +1.6% |
| 7D | +15.0% | -5.3% | +20.3% | +12.1% |
| 30D | +10.5% | +1.0% | +9.6% | +11.3% |
| 3M | -23.0% | +17.4% | -40.4% | -15.2% |
| 6M | +7.0% | -16.8% | +23.8% | -0.2% |
| YTD | -15.8% | -6.8% | -9.0% | -16.1% |
| 1Y | -31.1% | -15.4% | -15.7% | -31.9% |
| All | -31.1% | -15.1% | -16.0% | -31.9% |
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 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