+10.2%
ORCL vs CMG
-15.7%
+26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.1% |
| 7D | -11.2% | +8.0% | -19.1% | -12.0% |
| 30D | -18.8% | +11.9% | -30.7% | -20.1% |
| 3M | -18.8% | +2.1% | -20.9% | -19.2% |
| 6M | -39.7% | +5.2% | -44.9% | -40.6% |
| YTD | -39.6% | -6.9% | -32.7% | -39.2% |
| 1Y | -51.7% | +12.7% | -64.4% | -53.6% |
| 3Y | +10.2% | -16.8% | +27.0% | -0.7% |
| All | +10.2% | -15.7% | +26.0% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling