-21.9%
ORCL vs CAI
-8.1%
-13.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | +10.5% | +9.1% | +1.4% | +8.9% |
| 3M | -23.0% | +53.8% | -76.8% | -28.5% |
| 6M | +7.0% | +33.5% | -26.5% | +0.4% |
| YTD | -15.8% | -8.0% | -7.8% | -19.3% |
| 1Y | -31.1% | -28.7% | -2.4% | -34.2% |
| All | -21.9% | -8.1% | -13.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling