+46.1%
ORCL vs CG
-17.8%
+63.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.4% |
| 7D | +3.8% | -3.8% | +7.6% | +5.3% |
| 30D | -6.6% | +7.5% | -14.1% | -9.4% |
| 3M | -11.4% | -14.4% | +2.9% | -6.2% |
| 6M | -33.3% | -15.7% | -17.6% | -29.1% |
| YTD | -33.3% | -29.0% | -4.3% | -24.7% |
| 1Y | -44.9% | -22.1% | -22.8% | -39.9% |
| 3Y | +17.6% | +49.1% | -31.5% | +0.5% |
| 5Y | +46.1% | -18.4% | +64.5% | +47.6% |
| All | +46.1% | -17.8% | +63.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling