-50.4%
ORCL vs CME
+16.9%
-67.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -0.9% |
| 7D | -6.5% | +1.7% | -8.2% | -5.8% |
| 30D | -16.6% | +10.2% | -26.7% | -13.2% |
| 3M | -21.6% | +17.8% | -39.4% | -16.7% |
| 6M | -39.4% | +11.0% | -50.3% | -36.9% |
| YTD | -38.7% | +17.0% | -55.7% | -31.7% |
| 1Y | -50.4% | +15.8% | -66.2% | -44.1% |
| All | -50.4% | +16.9% | -67.2% | -44.1% |
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