+29.8%
ORCL vs CB
+107.2%
-77.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.9% |
| 7D | -17.5% | +2.6% | -20.1% | -17.4% |
| 30D | -20.2% | +11.2% | -31.4% | -20.1% |
| 3M | -19.9% | +5.7% | -25.7% | -19.9% |
| 6M | -37.4% | +15.9% | -53.3% | -37.8% |
| YTD | -40.1% | +20.2% | -60.3% | -41.1% |
| 1Y | -53.4% | +32.4% | -85.8% | -55.2% |
| 3Y | +10.4% | +75.5% | -65.1% | -6.4% |
| 5Y | +29.8% | +105.5% | -75.7% | -0.4% |
| All | +29.8% | +107.2% | -77.4% | -0.4% |
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