+17,078.4%
ORCL vs CB
+7,216.6%
+9,861.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.6% |
| 7D | -14.4% | +5.3% | -19.6% | -15.9% |
| 30D | -12.8% | +13.2% | -26.1% | -16.5% |
| 3M | -14.8% | +7.8% | -22.5% | -17.2% |
| 6M | -30.9% | +15.8% | -46.7% | -35.0% |
| YTD | -35.7% | +21.0% | -56.6% | -40.8% |
| 1Y | -49.5% | +32.2% | -81.7% | -55.0% |
| 3Y | +18.6% | +76.7% | -58.1% | -5.9% |
| 5Y | +38.4% | +110.4% | -71.9% | +2.6% |
| 10Y | +275.2% | +261.0% | +14.2% | +124.7% |
| All | +17,078.4% | +7,216.6% | +9,861.8% | +3,989.8% |
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