+91.4%
ORCL vs CB
+99.7%
-8.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.1% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +10.0% | -3.1% | +13.1% | +10.1% |
| 3M | -32.6% | +9.0% | -41.5% | -33.3% |
| 6M | +4.9% | +2.9% | +2.1% | +4.5% |
| YTD | -17.8% | +10.1% | -27.9% | -19.2% |
| 1Y | -28.0% | +22.8% | -50.8% | -31.4% |
| 3Y | +36.0% | +73.8% | -37.8% | +11.0% |
| All | +91.4% | +99.7% | -8.3% | +43.3% |
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