+34.2%
ORCL vs CDE
+110.3%
-76.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.1% | +5.5% | -0.5% |
| 7D | -6.5% | +14.0% | -20.5% | -8.5% |
| 30D | -16.6% | -10.7% | -5.8% | -15.3% |
| 3M | -21.6% | -15.8% | -5.8% | -19.9% |
| 6M | -39.4% | -17.5% | -21.8% | -38.1% |
| YTD | -38.7% | -14.1% | -24.5% | -38.4% |
| 1Y | -50.4% | +2.9% | -53.3% | -51.4% |
| 3Y | +8.1% | +625.5% | -617.4% | -15.3% |
| All | +34.2% | +110.3% | -76.0% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling