-49.6%
ORCL vs CME
+15.2%
-64.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.0% |
| 7D | +0.5% | -0.6% | +1.0% | +0.3% |
| 30D | -15.3% | +8.5% | -23.8% | -12.5% |
| 3M | -18.2% | +16.0% | -34.3% | -13.6% |
| 6M | -38.4% | +9.3% | -47.8% | -36.4% |
| YTD | -37.7% | +15.3% | -53.0% | -31.0% |
| All | -49.6% | +15.2% | -64.8% | -43.6% |
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