+246.0%
ORCL vs CFG
+230.2%
+15.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | -16.6% | +2.8% | -19.3% | -17.1% |
| 3M | -21.6% | -10.1% | -11.5% | -19.6% |
| 6M | -39.4% | +3.2% | -42.5% | -40.1% |
| YTD | -38.7% | +14.2% | -52.9% | -41.2% |
| 1Y | -50.4% | +27.4% | -77.8% | -53.8% |
| 3Y | +8.1% | +187.6% | -179.5% | -19.5% |
| 5Y | +34.5% | +65.7% | -31.2% | +12.6% |
| 10Y | +246.0% | +219.7% | +26.3% | +152.9% |
| All | +246.0% | +230.2% | +15.8% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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