+1,079.8%
ORCL vs CMG
+3,725.6%
-2,645.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.4% |
| 7D | -11.2% | +8.0% | -19.1% | -12.7% |
| 30D | -18.8% | +11.9% | -30.7% | -21.2% |
| 3M | -18.8% | +2.1% | -20.9% | -19.8% |
| 6M | -39.7% | +5.2% | -44.9% | -41.4% |
| YTD | -39.6% | -6.9% | -32.7% | -39.9% |
| 1Y | -51.7% | +12.7% | -64.4% | -54.2% |
| 3Y | +10.2% | -16.8% | +27.0% | +10.1% |
| 5Y | +30.8% | -4.1% | +34.9% | +24.4% |
| 10Y | +252.1% | +364.7% | -112.7% | +123.0% |
| All | +1,079.8% | +3,725.6% | -2,645.8% | +318.1% |
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 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