+34.2%
ORCL vs CME
+72.1%
-37.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.4% |
| 7D | -6.5% | +1.7% | -8.2% | -6.4% |
| 30D | -16.6% | +10.2% | -26.7% | -16.2% |
| 3M | -21.6% | +17.8% | -39.4% | -21.1% |
| 6M | -39.4% | +11.0% | -50.3% | -38.9% |
| YTD | -38.7% | +17.0% | -55.7% | -38.3% |
| 1Y | -50.4% | +15.8% | -66.2% | -50.0% |
| 3Y | +8.1% | +61.8% | -53.7% | +1.5% |
| All | +34.2% | +72.1% | -37.9% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling