-44.9%
ORCL vs CMI
-2.5%
-42.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +8.0% |
| 7D | +3.8% | -1.8% | +5.6% | +4.7% |
| 30D | -6.6% | -12.2% | +5.7% | -1.4% |
| 3M | -11.4% | -26.5% | +15.1% | -0.4% |
| 6M | -33.3% | -33.6% | +0.3% | -22.3% |
| YTD | -33.3% | -8.3% | -24.9% | -36.5% |
| 1Y | -44.9% | -1.3% | -43.7% | -48.8% |
| All | -44.9% | -2.5% | -42.5% | -48.8% |
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