+29.8%
ORCL vs CF
+125.5%
-95.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.2% | -13.1% | -7.4% |
| 7D | -17.5% | +0.4% | -17.9% | -17.5% |
| 30D | -20.2% | +2.2% | -22.4% | -20.4% |
| 3M | -19.9% | +2.1% | -22.1% | -20.3% |
| 6M | -37.4% | -6.5% | -30.9% | -37.4% |
| YTD | -40.1% | +55.6% | -95.7% | -44.6% |
| 1Y | -53.4% | +42.3% | -95.7% | -56.4% |
| 3Y | +10.4% | +55.7% | -45.3% | +0.9% |
| 5Y | +29.8% | +122.4% | -92.7% | +1.2% |
| All | +29.8% | +125.5% | -95.7% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling