+5,046.8%
ORCL vs CCI
+905.5%
+4,141.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +4.9% | +3.5% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | +10.0% | +2.7% | +7.3% | +9.3% |
| 3M | -32.6% | -18.2% | -14.4% | -29.7% |
| 6M | +4.9% | -14.8% | +19.7% | +8.0% |
| YTD | -17.8% | -12.6% | -5.2% | -15.9% |
| 1Y | -28.0% | -16.7% | -11.2% | -25.7% |
| 3Y | +36.0% | -10.5% | +46.5% | +35.1% |
| 5Y | +88.7% | -51.4% | +140.1% | +114.1% |
| 10Y | +346.9% | +20.0% | +326.9% | +305.5% |
| All | +5,046.8% | +905.5% | +4,141.4% | +2,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling