-28.0%
ORCL vs CAI
-31.3%
+3.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +5.3% | -2.2% | +7.4% | +5.7% |
| 30D | +10.0% | +52.4% | -42.4% | +1.4% |
| 3M | -32.6% | +45.1% | -77.7% | -37.4% |
| 6M | +4.9% | +26.2% | -21.3% | -1.9% |
| YTD | -17.8% | -7.1% | -10.7% | -22.1% |
| 1Y | -28.0% | -31.0% | +3.0% | -35.3% |
| All | -28.0% | -31.3% | +3.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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