+244.8%
ORCL vs CME
+331.0%
-86.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -11.2% | +0.9% | -12.1% | -11.4% |
| 30D | -18.8% | +13.2% | -32.0% | -21.4% |
| 3M | -18.8% | +16.3% | -35.0% | -22.0% |
| 6M | -39.7% | +7.1% | -46.9% | -41.2% |
| YTD | -39.6% | +15.8% | -55.5% | -42.6% |
| 1Y | -51.7% | +17.1% | -68.8% | -54.4% |
| 3Y | +10.2% | +63.2% | -52.9% | -8.9% |
| 5Y | +30.8% | +70.2% | -39.4% | +5.1% |
| All | +244.8% | +331.0% | -86.2% | +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