+94.3%
ORCL vs CMG
-3.5%
+97.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +15.0% | -1.5% | +16.5% | +15.3% |
| 30D | +10.5% | +12.7% | -2.2% | +7.5% |
| 3M | -23.0% | +26.3% | -49.3% | -27.6% |
| 6M | +7.0% | +4.5% | +2.5% | +4.8% |
| YTD | -15.8% | -0.1% | -15.7% | -16.7% |
| 1Y | -31.1% | -6.8% | -24.3% | -31.0% |
| 3Y | +33.3% | -5.0% | +38.3% | +28.1% |
| 5Y | +94.3% | -3.0% | +97.3% | +75.1% |
| All | +94.3% | -3.5% | +97.8% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling