-41.6%
ORCL vs CME
+17.3%
-58.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.1% |
| 7D | +8.0% | +3.9% | +4.0% | +9.5% |
| 30D | -4.0% | +11.3% | -15.3% | 0.0% |
| 3M | -19.5% | +19.6% | -39.0% | -14.0% |
| 6M | -33.5% | +8.1% | -41.5% | -30.6% |
| YTD | -34.8% | +20.4% | -55.2% | -27.0% |
| 1Y | -41.6% | +16.5% | -58.1% | -38.0% |
| All | -41.6% | +17.3% | -58.9% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling