+35.5%
ORCL vs CFG
+68.3%
-32.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.2% | +2.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -15.3% | +3.2% | -18.5% | -15.9% |
| 3M | -18.2% | -9.7% | -8.5% | -16.3% |
| 6M | -38.4% | +3.6% | -42.1% | -39.3% |
| YTD | -37.7% | +14.7% | -52.4% | -40.4% |
| 1Y | -49.3% | +29.6% | -78.8% | -53.0% |
| 3Y | +10.6% | +190.6% | -179.9% | -17.4% |
| 5Y | +35.5% | +67.1% | -31.6% | +16.2% |
| All | +35.5% | +68.3% | -32.8% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling