+346.9%
ORCL vs CG
+362.4%
-15.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +5.3% | -4.3% | +9.6% | +6.9% |
| 30D | +10.0% | -5.1% | +15.1% | +11.9% |
| 3M | -32.6% | +8.7% | -41.3% | -34.5% |
| 6M | +4.9% | -9.2% | +14.2% | +8.0% |
| YTD | -17.8% | -18.9% | +1.1% | -12.3% |
| 1Y | -28.0% | -25.6% | -2.3% | -21.3% |
| 3Y | +36.0% | +57.3% | -21.3% | +15.4% |
| 5Y | +88.7% | +10.2% | +78.6% | +71.2% |
| All | +346.9% | +362.4% | -15.5% | +185.2% |
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