+8.1%
ORCL vs CCL
+155.2%
-147.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.5% | +5.8% | -12.3% | -7.8% |
| 30D | -16.6% | +17.3% | -33.8% | -19.8% |
| 3M | -21.6% | +11.3% | -32.9% | -24.0% |
| 6M | -39.4% | +18.5% | -57.8% | -42.2% |
| YTD | -38.7% | +2.8% | -41.5% | -40.4% |
| 1Y | -50.4% | +16.7% | -67.1% | -53.5% |
| 3Y | +8.1% | +146.0% | -137.9% | -10.1% |
| All | +8.1% | +155.2% | -147.1% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling