+246.0%
ORCL vs CME
+301.9%
-55.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | -16.6% | +10.2% | -26.7% | -18.7% |
| 3M | -21.6% | +17.8% | -39.4% | -25.0% |
| 6M | -39.4% | +11.0% | -50.3% | -41.4% |
| YTD | -38.7% | +17.0% | -55.7% | -41.9% |
| 1Y | -50.4% | +15.8% | -66.2% | -52.9% |
| 3Y | +8.1% | +61.8% | -53.7% | -10.3% |
| 5Y | +34.5% | +72.5% | -38.0% | +7.5% |
| 10Y | +246.0% | +288.0% | -42.0% | +119.4% |
| All | +246.0% | +301.9% | -55.9% | +119.4% |
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