+91.4%
ORCL vs CME
+78.2%
+13.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | +5.3% | -1.6% | +6.8% | +5.2% |
| 30D | +10.0% | +6.2% | +3.7% | +10.0% |
| 3M | -32.6% | +10.4% | -43.0% | -32.5% |
| 6M | +4.9% | -9.5% | +14.5% | +5.8% |
| YTD | -17.8% | +6.0% | -23.8% | -17.8% |
| 1Y | -28.0% | +9.3% | -37.3% | -28.3% |
| 3Y | +36.0% | +57.7% | -21.6% | +23.2% |
| All | +91.4% | +78.2% | +13.3% | +56.6% |
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 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