+244.8%
ORCL vs CMS
+125.4%
+119.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -11.2% | -1.3% | -9.8% | -11.0% |
| 30D | -18.8% | +6.3% | -25.1% | -20.1% |
| 3M | -18.8% | -2.1% | -16.7% | -18.6% |
| 6M | -39.7% | -5.1% | -34.6% | -39.5% |
| YTD | -39.6% | +1.3% | -40.9% | -40.7% |
| 1Y | -51.7% | -1.4% | -50.3% | -52.3% |
| 3Y | +10.2% | +36.9% | -26.7% | -3.9% |
| 5Y | +30.8% | +32.5% | -1.7% | +13.7% |
| All | +244.8% | +125.4% | +119.3% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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