+270.3%
ORCL vs CG
+278.5%
-8.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +8.0% | +0.2% | +7.8% | +7.8% |
| 30D | -4.0% | +11.2% | -15.2% | -7.7% |
| 3M | -19.5% | -22.1% | +2.6% | -12.6% |
| 6M | -33.5% | -17.9% | -15.5% | -29.2% |
| YTD | -34.8% | -31.3% | -3.5% | -26.7% |
| 1Y | -41.6% | -24.0% | -17.6% | -36.5% |
| 3Y | +13.8% | +45.0% | -31.2% | -0.5% |
| 5Y | +43.4% | -22.6% | +66.0% | +44.9% |
| All | +270.3% | +278.5% | -8.2% | +156.4% |
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