-51.7%
ORCL vs CI
+15.7%
-67.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | -0.2% |
| 7D | -11.2% | -1.6% | -9.6% | -11.7% |
| 30D | -18.8% | +5.4% | -24.2% | -16.9% |
| 3M | -18.8% | +7.3% | -26.0% | -16.3% |
| 6M | -39.7% | +5.3% | -45.0% | -38.0% |
| YTD | -39.6% | +8.5% | -48.1% | -36.8% |
| 1Y | -51.7% | +17.1% | -68.9% | -45.2% |
| All | -51.7% | +15.7% | -67.4% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling