-22.3%
ORCL vs CAI
-11.0%
-11.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | -0.1% |
| 7D | +10.9% | -3.1% | +14.0% | +11.4% |
| 30D | +7.0% | +2.7% | +4.3% | +6.4% |
| 3M | -21.2% | +41.7% | -62.9% | -25.9% |
| 6M | +7.4% | +26.5% | -19.1% | +1.5% |
| YTD | -16.3% | -10.9% | -5.3% | -19.3% |
| 1Y | -32.3% | -29.2% | -3.1% | -35.0% |
| All | -22.3% | -11.0% | -11.3% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling