+270.3%
ORCL vs CME
+308.7%
-38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +8.0% | +3.9% | +4.0% | +7.0% |
| 30D | -4.0% | +11.3% | -15.3% | -6.6% |
| 3M | -19.5% | +19.6% | -39.0% | -23.2% |
| 6M | -33.5% | +8.1% | -41.5% | -35.1% |
| YTD | -34.8% | +20.4% | -55.2% | -38.6% |
| 1Y | -41.6% | +16.5% | -58.1% | -44.6% |
| 3Y | +13.8% | +66.4% | -52.7% | -6.3% |
| 5Y | +43.4% | +74.5% | -31.1% | +14.6% |
| All | +270.3% | +308.7% | -38.5% | +133.0% |
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