-44.9%
ORCL vs CAG
-7.3%
-37.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +7.5% |
| 7D | +3.8% | -1.8% | +5.5% | +3.0% |
| 30D | -6.6% | +9.7% | -16.2% | -1.3% |
| 3M | -11.4% | +0.5% | -11.9% | -10.1% |
| 6M | -33.3% | +8.9% | -42.2% | -28.1% |
| YTD | -33.3% | -8.4% | -24.9% | -34.0% |
| 1Y | -44.9% | -8.3% | -36.6% | -46.3% |
| All | -44.9% | -7.3% | -37.6% | -46.3% |
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