+382.4%
ORCL vs CG
+283.8%
+98.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.5% | -0.4% | -4.9% |
| 7D | -17.5% | -1.5% | -16.0% | -17.1% |
| 30D | -20.2% | +2.8% | -22.9% | -21.0% |
| 3M | -19.9% | -19.2% | -0.7% | -14.6% |
| 6M | -37.4% | -21.0% | -16.5% | -32.9% |
| YTD | -40.1% | -31.0% | -9.2% | -33.2% |
| 1Y | -53.4% | -21.1% | -32.3% | -50.1% |
| 3Y | +10.4% | +48.8% | -38.4% | -3.1% |
| 5Y | +29.8% | -21.5% | +51.3% | +30.7% |
| 10Y | +249.2% | +298.1% | -48.9% | +123.9% |
| All | +382.4% | +283.8% | +98.6% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling