+275.4%
ORCL vs CG
+274.5%
+0.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.5% |
| 7D | +10.4% | -1.5% | +11.9% | +10.8% |
| 30D | -11.2% | +5.7% | -16.9% | -13.1% |
| 3M | -16.8% | -17.9% | +1.1% | -11.3% |
| 6M | -31.5% | -20.2% | -11.3% | -26.4% |
| YTD | -33.9% | -32.0% | -1.9% | -25.4% |
| 1Y | -43.3% | -27.0% | -16.2% | -37.4% |
| 3Y | +16.5% | +42.8% | -26.3% | +2.4% |
| 5Y | +45.4% | -23.4% | +68.8% | +47.4% |
| All | +275.4% | +274.5% | +0.9% | +160.9% |
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