-32.3%
ORCL vs CMG
-8.9%
-23.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | +10.9% | -6.5% | +17.4% | +10.9% |
| 30D | +7.0% | +12.1% | -5.1% | +6.9% |
| 3M | -21.2% | +20.6% | -41.8% | -20.9% |
| 6M | +7.4% | +2.1% | +5.3% | +8.3% |
| YTD | -16.3% | -2.6% | -13.7% | -15.1% |
| 1Y | -32.3% | -8.7% | -23.6% | -26.3% |
| All | -32.3% | -8.9% | -23.4% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling