+394.2%
ORCL vs CG
+300.6%
+93.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -6.5% | +2.0% | -8.5% | -7.1% |
| 30D | -16.6% | +8.5% | -25.1% | -18.8% |
| 3M | -21.6% | -12.1% | -9.5% | -18.5% |
| 6M | -39.4% | -16.4% | -22.9% | -36.1% |
| YTD | -38.7% | -28.0% | -10.7% | -32.5% |
| 1Y | -50.4% | -18.9% | -31.5% | -47.4% |
| 3Y | +8.1% | +51.2% | -43.2% | -5.8% |
| 5Y | +34.5% | -15.9% | +50.4% | +32.8% |
| 10Y | +246.0% | +305.9% | -59.9% | +120.0% |
| All | +394.2% | +300.6% | +93.7% | +209.3% |
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