+93.1%
ORCL vs CDE
+198.6%
-105.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.8% |
| 7D | +10.9% | -2.0% | +12.9% | +11.2% |
| 30D | +7.0% | +15.7% | -8.7% | +4.7% |
| 3M | -21.2% | +30.5% | -51.7% | -24.5% |
| 6M | +7.4% | -7.4% | +14.8% | +6.9% |
| YTD | -16.3% | +17.9% | -34.2% | -19.5% |
| 1Y | -32.3% | +46.7% | -79.0% | -36.9% |
| 3Y | +32.6% | +851.3% | -818.7% | +0.5% |
| 5Y | +93.1% | +202.9% | -109.8% | +51.6% |
| All | +93.1% | +198.6% | -105.5% | +51.6% |
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