-28.0%
ORCL vs CMI
+45.0%
-73.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.0% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | +10.0% | -13.4% | +23.4% | +16.2% |
| 3M | -32.6% | -17.0% | -15.6% | -27.8% |
| 6M | +4.9% | -1.6% | +6.6% | +2.0% |
| YTD | -17.8% | +11.0% | -28.7% | -26.1% |
| 1Y | -28.0% | +41.9% | -69.9% | -49.5% |
| All | -28.0% | +45.0% | -73.0% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling