+1,395.7%
ORCL vs CF
+5,948.3%
-4,552.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.7% |
| 7D | +5.3% | +6.0% | -0.8% | +3.9% |
| 30D | +10.0% | +14.8% | -4.9% | +6.7% |
| 3M | -32.6% | +14.1% | -46.6% | -34.8% |
| 6M | +4.9% | +28.5% | -23.6% | -2.4% |
| YTD | -17.8% | +74.9% | -92.7% | -28.5% |
| 1Y | -28.0% | +61.7% | -89.7% | -36.5% |
| 3Y | +36.0% | +80.3% | -44.3% | +15.1% |
| 5Y | +88.7% | +226.0% | -137.2% | +34.6% |
| 10Y | +346.9% | +569.9% | -223.0% | +151.8% |
| All | +1,395.7% | +5,948.3% | -4,552.6% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling