+381.2%
ORCL vs CFG
+396.4%
-15.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +5.3% | +1.5% | +3.7% | +4.9% |
| 30D | +10.0% | -3.8% | +13.8% | +11.1% |
| 3M | -32.6% | +11.5% | -44.1% | -34.7% |
| 6M | +4.9% | +19.2% | -14.3% | -0.3% |
| YTD | -17.8% | +23.7% | -41.5% | -22.8% |
| 1Y | -28.0% | +38.8% | -66.8% | -34.8% |
| 3Y | +36.0% | +178.9% | -142.9% | +0.8% |
| 5Y | +88.7% | +101.8% | -13.1% | +48.9% |
| 10Y | +346.9% | +317.3% | +29.6% | +156.3% |
| All | +381.2% | +396.4% | -15.2% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling