+35.5%
ORCL vs CMS
+36.1%
-0.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.4% |
| 30D | -15.3% | +7.1% | -22.3% | -15.0% |
| 3M | -18.2% | -1.3% | -16.9% | -18.3% |
| 6M | -38.4% | -2.7% | -35.8% | -38.6% |
| YTD | -37.7% | +2.6% | -40.3% | -38.3% |
| 1Y | -49.3% | -2.0% | -47.3% | -49.5% |
| 3Y | +10.6% | +39.6% | -29.0% | +2.1% |
| 5Y | +35.5% | +35.3% | +0.2% | +25.2% |
| All | +35.5% | +36.1% | -0.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling