+30.6%
ORCL vs CMS
+32.6%
-2.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.7% |
| 7D | -11.2% | -1.3% | -9.8% | -11.2% |
| 30D | -18.8% | +6.3% | -25.1% | -18.6% |
| 3M | -18.8% | -2.1% | -16.7% | -18.9% |
| 6M | -39.7% | -5.1% | -34.6% | -39.9% |
| YTD | -39.6% | +1.3% | -40.9% | -40.3% |
| 1Y | -51.7% | -1.4% | -50.3% | -52.1% |
| 3Y | +10.2% | +36.9% | -26.7% | +1.8% |
| All | +30.6% | +32.6% | -2.0% | +20.4% |
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