+32.7%
ORCL vs CI
+7.7%
+25.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.0% |
| 7D | +5.3% | +1.3% | +4.0% | +5.4% |
| 30D | +10.0% | +4.4% | +5.5% | +10.3% |
| 3M | -32.6% | +0.7% | -33.2% | -32.5% |
| 6M | +4.9% | +0.3% | +4.6% | +5.0% |
| YTD | -17.8% | +3.8% | -21.6% | -17.6% |
| 1Y | -28.0% | -5.5% | -22.5% | -27.4% |
| All | +32.7% | +7.7% | +25.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling