+91.4%
ORCL vs CI
+42.7%
+48.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.2% |
| 7D | +5.3% | +1.3% | +4.0% | +5.2% |
| 30D | +10.0% | +4.4% | +5.5% | +9.7% |
| 3M | -32.6% | +0.7% | -33.2% | -32.7% |
| 6M | +4.9% | +0.3% | +4.6% | +4.5% |
| YTD | -17.8% | +3.8% | -21.6% | -18.4% |
| 1Y | -28.0% | -5.5% | -22.5% | -27.8% |
| 3Y | +36.0% | +8.1% | +27.9% | +28.6% |
| All | +91.4% | +42.7% | +48.7% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling