+50.8%
ORCL vs CEG
+632.0%
-581.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.7% |
| 7D | -6.5% | +1.7% | -8.2% | -7.1% |
| 30D | -16.6% | -10.2% | -6.4% | -14.1% |
| 3M | -21.6% | -0.8% | -20.8% | -21.6% |
| 6M | -39.4% | -11.5% | -27.8% | -37.8% |
| YTD | -38.7% | -23.9% | -14.8% | -35.3% |
| 1Y | -50.4% | -25.4% | -25.0% | -47.5% |
| 3Y | +8.1% | +124.2% | -116.1% | -12.3% |
| All | +50.8% | +632.0% | -581.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling