-41.6%
ORCL vs CMG
+12.4%
-54.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +8.0% | +2.5% | +5.5% | +8.2% |
| 30D | -4.0% | +15.6% | -19.6% | -2.8% |
| 3M | -19.5% | +8.2% | -27.7% | -18.7% |
| 6M | -33.5% | +9.9% | -43.3% | -31.7% |
| YTD | -34.8% | -4.6% | -30.2% | -32.0% |
| 1Y | -41.6% | +12.4% | -54.0% | -33.8% |
| All | -41.6% | +12.4% | -54.0% | -33.8% |
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