-28.0%
ORCL vs CCL
-23.9%
-4.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +5.3% | -5.0% | +10.3% | +5.9% |
| 30D | +10.0% | -20.3% | +30.3% | +12.6% |
| 3M | -32.6% | -15.1% | -17.4% | -31.1% |
| 6M | +4.9% | -15.1% | +20.0% | +5.2% |
| YTD | -17.8% | -21.8% | +4.0% | -17.5% |
| 1Y | -28.0% | -24.8% | -3.2% | -29.9% |
| All | -28.0% | -23.9% | -4.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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