-50.4%
ORCL vs CFG
+28.5%
-78.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -16.6% | +2.8% | -19.3% | -16.7% |
| 3M | -21.6% | -10.1% | -11.5% | -21.1% |
| 6M | -39.4% | +3.2% | -42.5% | -39.4% |
| YTD | -38.7% | +14.2% | -52.9% | -40.2% |
| 1Y | -50.4% | +27.4% | -77.8% | -52.3% |
| All | -50.4% | +28.5% | -78.8% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling