+3,677.3%
ORCL vs CCI
+1,091.9%
+2,585.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -11.2% | -0.1% | -11.0% | -11.2% |
| 30D | -18.8% | +28.4% | -47.2% | -23.6% |
| 3M | -18.8% | +20.0% | -38.8% | -22.4% |
| 6M | -39.7% | +0.8% | -40.5% | -40.4% |
| YTD | -39.6% | +3.6% | -43.2% | -40.9% |
| 1Y | -51.7% | +6.1% | -57.8% | -53.0% |
| 3Y | +10.2% | +7.2% | +3.0% | +4.8% |
| 5Y | +30.8% | -37.0% | +67.8% | +39.4% |
| 10Y | +252.1% | +54.2% | +197.9% | +201.0% |
| All | +3,677.3% | +1,091.9% | +2,585.4% | +1,698.6% |
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