+15,888.6%
ORCL vs CB
+7,167.0%
+8,721.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | -17.5% | +2.6% | -20.1% | -18.2% |
| 30D | -20.2% | +11.2% | -31.4% | -23.1% |
| 3M | -19.9% | +5.7% | -25.7% | -21.7% |
| 6M | -37.4% | +15.9% | -53.3% | -41.2% |
| YTD | -40.1% | +20.2% | -60.3% | -44.7% |
| 1Y | -53.4% | +32.4% | -85.8% | -58.5% |
| 3Y | +10.4% | +75.5% | -65.1% | -12.2% |
| 5Y | +29.8% | +105.5% | -75.7% | -3.1% |
| 10Y | +249.2% | +258.5% | -9.3% | +109.6% |
| All | +15,888.6% | +7,167.0% | +8,721.6% | +3,715.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling