+29.8%
ORCL vs CMS
+36.2%
-6.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -7.0% |
| 7D | -17.5% | +1.7% | -19.2% | -17.4% |
| 30D | -20.2% | +8.6% | -28.8% | -19.9% |
| 3M | -19.9% | -0.5% | -19.5% | -20.0% |
| 6M | -37.4% | -4.2% | -33.2% | -37.5% |
| YTD | -40.1% | +3.4% | -43.6% | -40.7% |
| 1Y | -53.4% | +0.4% | -53.8% | -53.7% |
| 3Y | +10.4% | +38.2% | -27.8% | +2.5% |
| 5Y | +29.8% | +35.4% | -5.6% | +20.7% |
| All | +29.8% | +36.2% | -6.4% | +20.7% |
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 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