+247.2%
ORCL vs CCL
-29.2%
+276.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.5% | +5.8% | -12.3% | -7.3% |
| 30D | -16.6% | +17.3% | -33.8% | -18.6% |
| 3M | -21.6% | +11.3% | -32.9% | -23.1% |
| 6M | -39.4% | +18.5% | -57.8% | -41.2% |
| YTD | -38.7% | +2.8% | -41.5% | -39.7% |
| 1Y | -50.4% | +16.7% | -67.1% | -52.2% |
| 3Y | +8.1% | +146.0% | -137.9% | -7.9% |
| 5Y | +34.5% | +33.6% | +0.9% | +18.3% |
| All | +247.2% | -29.2% | +276.3% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling