-41.6%
ORCL vs CEG
-19.5%
-22.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +8.0% | +12.1% | -4.1% | +4.3% |
| 30D | -4.0% | +0.2% | -4.2% | -4.4% |
| 3M | -19.5% | +0.7% | -20.2% | -19.7% |
| 6M | -33.5% | +2.2% | -35.7% | -34.5% |
| YTD | -34.8% | -20.3% | -14.5% | -34.6% |
| 1Y | -41.6% | -16.1% | -25.5% | -42.3% |
| All | -41.6% | -19.5% | -22.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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