-26.5%
ORCL vs CAI
-11.0%
-15.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -0.7% | -5.1% | +4.3% | +0.1% |
| 30D | +5.1% | +3.9% | +1.2% | +4.3% |
| 3M | -23.7% | +40.1% | -63.8% | -28.1% |
| 6M | +3.1% | +29.7% | -26.6% | -2.8% |
| YTD | -20.8% | -10.9% | -9.9% | -23.7% |
| 1Y | -52.9% | -28.0% | -24.9% | -54.8% |
| All | -26.5% | -11.0% | -15.5% | -32.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling