+29.8%
ORCL vs CI
+54.1%
-24.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.9% |
| 7D | -17.5% | +1.0% | -18.5% | -17.5% |
| 30D | -20.2% | +9.9% | -30.0% | -20.6% |
| 3M | -19.9% | +12.1% | -32.0% | -20.5% |
| 6M | -37.4% | +10.6% | -48.0% | -38.0% |
| YTD | -40.1% | +11.4% | -51.5% | -40.8% |
| 1Y | -53.4% | +18.8% | -72.2% | -54.3% |
| 3Y | +10.4% | +2.9% | +7.6% | +8.3% |
| 5Y | +29.8% | +54.5% | -24.7% | +5.1% |
| All | +29.8% | +54.1% | -24.4% | +5.1% |
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