-39.7%
ORCL vs CME
+8.1%
-47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.6% |
| 7D | -11.2% | +0.9% | -12.1% | -10.7% |
| 30D | -18.8% | +13.2% | -32.0% | -13.8% |
| 3M | -18.8% | +16.3% | -35.0% | -12.8% |
| 6M | -39.7% | +7.1% | -46.9% | -40.3% |
| All | -39.7% | +8.1% | -47.8% | -40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling