+9.3%
ORCL vs CFG
+171.1%
-161.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.8% | -6.1% |
| 7D | -17.5% | -2.2% | -15.3% | -17.0% |
| 30D | -20.2% | +0.4% | -20.5% | -20.3% |
| 3M | -19.9% | -12.6% | -7.4% | -17.3% |
| 6M | -37.4% | +0.6% | -38.0% | -37.9% |
| YTD | -40.1% | +12.4% | -52.6% | -42.7% |
| 1Y | -53.4% | +27.7% | -81.1% | -57.1% |
| All | +9.3% | +171.1% | -161.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling