+42.7%
ORCL vs CCI
-35.6%
+78.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | +8.0% | +2.5% | +5.5% | +7.6% |
| 30D | -4.0% | +14.4% | -18.4% | -5.8% |
| 3M | -19.5% | +21.7% | -41.1% | -21.9% |
| 6M | -33.5% | +4.0% | -37.5% | -34.2% |
| YTD | -34.8% | +6.2% | -41.0% | -36.0% |
| 1Y | -41.6% | +5.4% | -47.0% | -42.6% |
| 3Y | +13.8% | +11.7% | +2.0% | +7.0% |
| All | +42.7% | -35.6% | +78.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling