+244.8%
ORCL vs CI
+166.5%
+78.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | -11.2% | -1.6% | -9.6% | -10.9% |
| 30D | -18.8% | +5.4% | -24.2% | -19.9% |
| 3M | -18.8% | +7.3% | -26.0% | -20.3% |
| 6M | -39.7% | +5.3% | -45.0% | -41.0% |
| YTD | -39.6% | +8.5% | -48.1% | -41.5% |
| 1Y | -51.7% | +17.1% | -68.9% | -54.3% |
| 3Y | +10.2% | +1.4% | +8.8% | +4.4% |
| 5Y | +30.8% | +50.5% | -19.6% | +7.0% |
| All | +244.8% | +166.5% | +78.3% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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