+251.6%
ORCL vs CME
+320.1%
-68.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | +0.5% | -0.6% | +1.0% | +0.6% |
| 30D | -15.3% | +8.5% | -23.8% | -17.2% |
| 3M | -18.2% | +16.0% | -34.3% | -21.5% |
| 6M | -38.4% | +9.3% | -47.8% | -40.3% |
| YTD | -37.7% | +15.3% | -53.0% | -40.8% |
| 1Y | -49.3% | +14.4% | -63.7% | -51.7% |
| 3Y | +10.6% | +59.9% | -49.3% | -8.0% |
| 5Y | +35.5% | +69.4% | -33.9% | +8.8% |
| 10Y | +251.6% | +299.5% | -47.9% | +125.5% |
| All | +251.6% | +320.1% | -68.5% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling