+1,672.8%
ORCL vs CME
+7,469.3%
-5,796.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.2% |
| 7D | +5.3% | -1.6% | +6.8% | +5.7% |
| 30D | +10.0% | +6.2% | +3.7% | +7.9% |
| 3M | -32.6% | +10.4% | -43.0% | -34.9% |
| 6M | +4.9% | -9.5% | +14.5% | +7.1% |
| YTD | -17.8% | +6.0% | -23.8% | -20.2% |
| 1Y | -28.0% | +9.3% | -37.3% | -31.2% |
| 3Y | +36.0% | +57.7% | -21.6% | +13.7% |
| 5Y | +88.7% | +77.7% | +11.0% | +50.0% |
| 10Y | +346.9% | +281.2% | +65.7% | +170.0% |
| All | +1,672.8% | +7,469.3% | -5,796.5% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling