+30.6%
ORCL vs CI
+49.9%
-19.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | -11.2% | -1.6% | -9.6% | -11.1% |
| 30D | -18.8% | +5.4% | -24.2% | -19.1% |
| 3M | -18.8% | +7.3% | -26.0% | -19.2% |
| 6M | -39.7% | +5.3% | -45.0% | -40.1% |
| YTD | -39.6% | +8.5% | -48.1% | -40.3% |
| 1Y | -51.7% | +17.1% | -68.9% | -52.8% |
| 3Y | +10.2% | +1.4% | +8.8% | +7.8% |
| All | +30.6% | +49.9% | -19.3% | +6.1% |
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