+244.8%
ORCL vs CF
+561.7%
-316.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -11.2% | -3.2% | -8.0% | -10.8% |
| 30D | -18.8% | +4.3% | -23.2% | -19.6% |
| 3M | -18.8% | +2.8% | -21.6% | -19.5% |
| 6M | -39.7% | +0.6% | -40.3% | -40.5% |
| YTD | -39.6% | +56.6% | -96.3% | -45.9% |
| 1Y | -51.7% | +49.6% | -101.4% | -56.4% |
| 3Y | +10.2% | +61.5% | -51.3% | -3.4% |
| 5Y | +30.8% | +124.0% | -93.1% | +2.4% |
| All | +244.8% | +561.7% | -316.9% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling