+48.4%
ORCL vs CEG
+583.3%
-534.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.4% |
| 7D | -11.2% | -4.7% | -6.4% | -9.9% |
| 30D | -18.8% | -16.6% | -2.3% | -14.6% |
| 3M | -18.8% | -4.1% | -14.7% | -17.9% |
| 6M | -39.7% | -22.3% | -17.4% | -35.9% |
| YTD | -39.6% | -28.9% | -10.7% | -35.1% |
| 1Y | -51.7% | -28.5% | -23.3% | -48.3% |
| 3Y | +10.2% | +104.3% | -94.1% | -8.3% |
| All | +48.4% | +583.3% | -534.9% | +2.9% |
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