+32.7%
ORCL vs CEG
+186.0%
-153.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +1.6% |
| 7D | +5.3% | +8.0% | -2.8% | +2.8% |
| 30D | +10.0% | +12.9% | -3.0% | +6.0% |
| 3M | -32.6% | +13.2% | -45.7% | -35.1% |
| 6M | +4.9% | -7.0% | +11.9% | +5.6% |
| YTD | -17.8% | -15.0% | -2.8% | -15.5% |
| 1Y | -28.0% | -2.7% | -25.3% | -28.9% |
| All | +32.7% | +186.0% | -153.4% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling