+270.3%
ORCL vs CFG
+216.2%
+54.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +8.0% | +3.2% | +4.8% | +7.1% |
| 30D | -4.0% | +5.1% | -9.1% | -5.2% |
| 3M | -19.5% | -11.2% | -8.2% | -17.1% |
| 6M | -33.5% | +9.6% | -43.0% | -35.3% |
| YTD | -34.8% | +15.0% | -49.8% | -37.7% |
| 1Y | -41.6% | +29.9% | -71.5% | -45.9% |
| 3Y | +13.8% | +192.1% | -178.3% | -15.6% |
| 5Y | +43.4% | +62.3% | -18.9% | +20.7% |
| All | +270.3% | +216.2% | +54.1% | +166.7% |
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