+33,471.1%
ORCL vs CMI
+19,768.2%
+13,702.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.1% |
| 7D | +5.3% | -0.7% | +6.0% | +5.6% |
| 30D | +10.0% | -13.4% | +23.4% | +15.7% |
| 3M | -32.6% | -17.0% | -15.6% | -28.2% |
| 6M | +4.9% | -1.6% | +6.6% | +4.3% |
| YTD | -17.8% | +11.0% | -28.7% | -21.8% |
| 1Y | -28.0% | +41.9% | -69.9% | -37.4% |
| 3Y | +36.0% | +151.8% | -115.8% | -4.0% |
| 5Y | +88.7% | +163.6% | -74.9% | +29.3% |
| 10Y | +346.9% | +472.9% | -126.0% | +126.3% |
| All | +33,471.1% | +19,768.2% | +13,702.9% | +4,553.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling