+32.7%
ORCL vs CAG
-36.5%
+69.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.8% |
| 7D | +5.3% | -3.8% | +9.0% | +4.1% |
| 30D | +10.0% | +3.1% | +6.8% | +11.1% |
| 3M | -32.6% | +23.5% | -56.1% | -27.5% |
| 6M | +4.9% | -14.8% | +19.8% | +3.0% |
| YTD | -17.8% | -5.4% | -12.3% | -17.0% |
| 1Y | -28.0% | -11.8% | -16.2% | -28.0% |
| All | +32.7% | -36.5% | +69.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling