+346.9%
ORCL vs CCL
-41.2%
+388.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +5.3% | -5.0% | +10.3% | +6.1% |
| 30D | +10.0% | -20.3% | +30.3% | +13.7% |
| 3M | -32.6% | -15.1% | -17.4% | -31.0% |
| 6M | +4.9% | -15.1% | +20.0% | +6.8% |
| YTD | -17.8% | -21.8% | +4.0% | -15.5% |
| 1Y | -28.0% | -24.8% | -3.2% | -26.0% |
| 3Y | +36.0% | +51.9% | -15.8% | +24.2% |
| 5Y | +88.7% | +4.0% | +84.7% | +72.6% |
| All | +346.9% | -41.2% | +388.1% | +335.3% |
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