+328.9%
ORCL vs CMI
+516.5%
-187.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.3% |
| 7D | -5.4% | -0.7% | -4.6% | -5.1% |
| 30D | -2.0% | -12.4% | +10.4% | +3.8% |
| 3M | -18.1% | -14.8% | -3.3% | -12.4% |
| 6M | -7.2% | +0.8% | -8.0% | -9.2% |
| YTD | -22.2% | +10.2% | -32.3% | -27.1% |
| 1Y | -50.6% | +37.4% | -88.1% | -58.3% |
| 3Y | +22.9% | +153.3% | -130.4% | -20.7% |
| 5Y | +79.3% | +167.6% | -88.3% | +10.7% |
| All | +328.9% | +516.5% | -187.6% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling