+10.2%
ORCL vs CAG
-34.1%
+44.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.2% |
| 7D | -11.2% | +5.8% | -17.0% | -9.1% |
| 30D | -18.8% | +16.4% | -35.2% | -13.8% |
| 3M | -18.8% | +3.8% | -22.6% | -16.8% |
| 6M | -39.7% | +10.8% | -50.6% | -36.2% |
| YTD | -39.6% | -5.8% | -33.8% | -38.6% |
| 1Y | -51.7% | -2.4% | -49.4% | -50.5% |
| 3Y | +10.2% | -33.4% | +43.7% | +7.6% |
| All | +10.2% | -34.1% | +44.3% | +7.6% |
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 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