+46.1%
ORCL vs CMI
+118.3%
-72.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.0% | +6.8% | +7.9% |
| 7D | +3.8% | -1.8% | +5.6% | +4.8% |
| 30D | -6.6% | -12.2% | +5.7% | -0.7% |
| 3M | -11.4% | -26.5% | +15.1% | +1.7% |
| 6M | -33.3% | -33.6% | +0.3% | -20.5% |
| YTD | -33.3% | -8.3% | -24.9% | -32.5% |
| 1Y | -44.9% | -1.3% | -43.7% | -46.2% |
| 3Y | +17.6% | +124.8% | -107.1% | -19.4% |
| 5Y | +46.1% | +119.9% | -73.8% | -3.2% |
| All | +46.1% | +118.3% | -72.2% | -3.2% |
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