+94.3%
ORCL vs CMI
+170.2%
-75.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +15.0% | +1.9% | +13.1% | +14.0% |
| 30D | +10.5% | -12.5% | +23.1% | +17.1% |
| 3M | -23.0% | -16.2% | -6.8% | -17.3% |
| 6M | +7.0% | +4.9% | +2.1% | +2.3% |
| YTD | -15.8% | +11.1% | -27.0% | -21.9% |
| 1Y | -31.1% | +43.4% | -74.4% | -43.4% |
| 3Y | +33.3% | +154.1% | -120.8% | -13.6% |
| 5Y | +94.3% | +169.5% | -75.2% | +18.4% |
| All | +94.3% | +170.2% | -75.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling