+1,069.8%
ORCL vs CF
+4,965.4%
-3,895.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -1.1% |
| 7D | -14.4% | -6.9% | -7.5% | -13.3% |
| 30D | -12.8% | -3.7% | -9.1% | -12.3% |
| 3M | -14.8% | -5.0% | -9.8% | -14.3% |
| 6M | -30.9% | -10.5% | -20.4% | -30.3% |
| YTD | -35.7% | +46.5% | -82.2% | -42.2% |
| 1Y | -49.5% | +34.8% | -84.3% | -53.9% |
| 3Y | +18.6% | +46.7% | -28.1% | +4.6% |
| 5Y | +38.4% | +112.0% | -73.6% | +8.2% |
| 10Y | +275.2% | +529.7% | -254.5% | +113.7% |
| All | +1,069.8% | +4,965.4% | -3,895.6% | +304.0% |
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