-28.0%
ORCL vs CCI
-18.8%
-9.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +4.9% | +3.2% |
| 7D | +5.3% | -0.4% | +5.7% | +5.3% |
| 30D | +10.0% | +2.7% | +7.3% | +9.8% |
| 3M | -32.6% | -18.2% | -14.4% | -31.2% |
| 6M | +4.9% | -14.8% | +19.7% | +6.3% |
| YTD | -17.8% | -12.6% | -5.2% | -18.4% |
| 1Y | -28.0% | -16.7% | -11.2% | -27.9% |
| All | -28.0% | -18.8% | -9.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling