-44.0%
ORCL vs CAI
-6.6%
-37.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | -11.2% | -26.5% | +15.4% | -6.5% |
| 30D | -18.8% | -6.9% | -11.9% | -17.3% |
| 3M | -18.8% | +26.1% | -44.9% | -21.5% |
| 6M | -39.7% | +31.9% | -71.6% | -42.9% |
| YTD | -39.6% | -6.5% | -33.2% | -42.0% |
| 1Y | -51.7% | +2.5% | -54.3% | -53.6% |
| All | -44.0% | -6.6% | -37.4% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling