-49.5%
ORCL vs CF
+35.9%
-85.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -2.5% |
| 7D | -14.4% | -6.9% | -7.5% | -15.0% |
| 30D | -12.8% | -3.7% | -9.1% | -13.1% |
| 3M | -14.8% | -5.0% | -9.8% | -15.1% |
| 6M | -30.9% | -10.5% | -20.4% | -31.4% |
| YTD | -35.7% | +46.5% | -82.2% | -31.9% |
| 1Y | -49.5% | +34.8% | -84.3% | -45.5% |
| All | -49.5% | +35.9% | -85.4% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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