+1,507.5%
ORCL vs CMG
+4,006.7%
-2,499.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.4% |
| 7D | +5.3% | -2.8% | +8.1% | +5.9% |
| 30D | +10.0% | +7.1% | +2.8% | +8.2% |
| 3M | -32.6% | +31.2% | -63.7% | -37.0% |
| 6M | +4.9% | +0.7% | +4.3% | +3.5% |
| YTD | -17.8% | -0.1% | -17.6% | -18.9% |
| 1Y | -28.0% | -10.7% | -17.2% | -27.8% |
| 3Y | +36.0% | -4.7% | +40.7% | +32.6% |
| 5Y | +88.7% | -3.8% | +92.5% | +80.3% |
| 10Y | +346.9% | +352.5% | -5.6% | +186.2% |
| All | +1,507.5% | +4,006.7% | -2,499.1% | +464.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling