-49.6%
ORCL vs CEG
-24.4%
-25.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.5% | -7.3% | +0.1% |
| 7D | +0.5% | +7.3% | -6.8% | -1.7% |
| 30D | -15.3% | -7.4% | -7.9% | -13.6% |
| 3M | -18.2% | +2.5% | -20.7% | -18.8% |
| 6M | -38.4% | -8.8% | -29.6% | -37.9% |
| YTD | -37.7% | -21.5% | -16.2% | -36.9% |
| All | -49.6% | -24.4% | -25.2% | -48.7% |
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