+246.0%
ORCL vs CMG
+382.1%
-136.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -6.5% | +8.0% | -14.5% | -7.8% |
| 30D | -16.6% | +13.7% | -30.3% | -18.7% |
| 3M | -21.6% | +11.8% | -33.4% | -23.6% |
| 6M | -39.4% | +10.6% | -49.9% | -41.3% |
| YTD | -38.7% | -2.9% | -35.7% | -39.2% |
| 1Y | -50.4% | +17.8% | -68.2% | -52.9% |
| 3Y | +8.1% | -15.3% | +23.4% | +8.2% |
| 5Y | +34.5% | -0.9% | +35.4% | +27.8% |
| 10Y | +246.0% | +358.4% | -112.3% | +164.5% |
| All | +246.0% | +382.1% | -136.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling