-52.9%
ORCL vs CDE
+40.3%
-93.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.2% | -4.7% |
| 7D | -0.7% | -6.1% | +5.3% | +0.7% |
| 30D | +5.1% | +9.5% | -4.3% | +2.7% |
| 3M | -23.7% | +32.0% | -55.7% | -29.1% |
| 6M | +3.1% | -12.8% | +15.9% | +2.5% |
| YTD | -20.8% | +14.2% | -35.0% | -25.8% |
| 1Y | -52.9% | +36.3% | -89.2% | -58.7% |
| All | -52.9% | +40.3% | -93.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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