+246.0%
ORCL vs CB
+246.9%
-0.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -16.6% | +8.2% | -24.7% | -18.5% |
| 3M | -21.6% | +6.3% | -27.9% | -23.2% |
| 6M | -39.4% | +16.2% | -55.5% | -42.7% |
| YTD | -38.7% | +19.3% | -58.0% | -43.0% |
| 1Y | -50.4% | +29.2% | -79.6% | -55.4% |
| 3Y | +8.1% | +71.4% | -63.3% | -15.5% |
| 5Y | +34.5% | +104.2% | -69.7% | -3.8% |
| 10Y | +246.0% | +246.7% | -0.6% | +92.6% |
| All | +246.0% | +246.9% | -0.9% | +92.6% |
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