+244.8%
ORCL vs CG
+290.3%
-45.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -1.2% | -10.0% | -10.9% |
| 30D | -18.8% | +5.0% | -23.9% | -20.3% |
| 3M | -18.8% | -18.2% | -0.6% | -13.3% |
| 6M | -39.7% | -20.7% | -19.0% | -35.1% |
| YTD | -39.6% | -31.4% | -8.2% | -32.0% |
| 1Y | -51.7% | -22.3% | -29.5% | -47.8% |
| 3Y | +10.2% | +50.2% | -39.9% | -4.4% |
| 5Y | +30.8% | -22.1% | +52.9% | +32.0% |
| All | +244.8% | +290.3% | -45.5% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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