+244.8%
ORCL vs CFG
+242.7%
+2.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | -18.8% | +1.1% | -19.9% | -19.1% |
| 3M | -18.8% | -12.0% | -6.8% | -16.3% |
| 6M | -39.7% | -2.2% | -37.5% | -39.7% |
| YTD | -39.6% | +11.4% | -51.0% | -41.8% |
| 1Y | -51.7% | +27.8% | -79.6% | -55.1% |
| 3Y | +10.2% | +173.3% | -163.1% | -16.8% |
| 5Y | +30.8% | +62.4% | -31.6% | +10.1% |
| All | +244.8% | +242.7% | +2.1% | +147.8% |
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