+30.6%
ORCL vs CB
+101.1%
-70.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -11.2% | +0.2% | -11.4% | -11.1% |
| 30D | -18.8% | +9.1% | -27.9% | -18.8% |
| 3M | -18.8% | +3.4% | -22.2% | -18.7% |
| 6M | -39.7% | +14.1% | -53.8% | -40.1% |
| YTD | -39.6% | +18.0% | -57.7% | -40.6% |
| 1Y | -51.7% | +30.1% | -81.9% | -53.7% |
| 3Y | +10.2% | +71.8% | -61.5% | -6.4% |
| All | +30.6% | +101.1% | -70.6% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling