+244.8%
ORCL vs CB
+248.0%
-3.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -18.8% | +9.1% | -27.9% | -21.0% |
| 3M | -18.8% | +3.4% | -22.2% | -19.8% |
| 6M | -39.7% | +14.1% | -53.8% | -42.8% |
| YTD | -39.6% | +18.0% | -57.7% | -43.8% |
| 1Y | -51.7% | +30.1% | -81.9% | -56.8% |
| 3Y | +10.2% | +71.8% | -61.5% | -14.0% |
| 5Y | +30.8% | +101.8% | -71.0% | -6.2% |
| All | +244.8% | +248.0% | -3.2% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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