+31.5%
ORCL vs CMG
-5.1%
+36.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +5.3% | -2.8% | +8.1% | +5.7% |
| 30D | +10.0% | +7.1% | +2.8% | +8.7% |
| 3M | -32.6% | +31.2% | -63.7% | -36.0% |
| 6M | +4.9% | +0.7% | +4.3% | +4.6% |
| YTD | -17.8% | -0.1% | -17.6% | -18.0% |
| 1Y | -28.0% | -10.7% | -17.2% | -26.1% |
| All | +31.5% | -5.1% | +36.6% | +17.3% |
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 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