+47.2%
ORCL vs CEG
+555.1%
-507.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.5% | -6.2% |
| 7D | -17.5% | -9.4% | -8.1% | -15.1% |
| 30D | -20.2% | -20.2% | +0.1% | -14.9% |
| 3M | -19.9% | -9.5% | -10.5% | -17.8% |
| 6M | -37.4% | -25.0% | -12.4% | -32.8% |
| YTD | -40.1% | -31.9% | -8.3% | -34.8% |
| 1Y | -53.4% | -33.7% | -19.7% | -49.0% |
| 3Y | +10.4% | +108.7% | -98.3% | -8.3% |
| All | +47.2% | +555.1% | -507.9% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling