+91.4%
ORCL vs CF
+227.0%
-135.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.4% |
| 7D | +5.3% | +6.0% | -0.8% | +4.6% |
| 30D | +10.0% | +14.8% | -4.9% | +8.4% |
| 3M | -32.6% | +14.1% | -46.6% | -33.7% |
| 6M | +4.9% | +28.5% | -23.6% | +0.3% |
| YTD | -17.8% | +74.9% | -92.7% | -24.9% |
| 1Y | -28.0% | +61.7% | -89.7% | -33.5% |
| 3Y | +36.0% | +80.3% | -44.3% | +22.2% |
| All | +91.4% | +227.0% | -135.5% | +39.8% |
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