+24,338.5%
ORCL vs CMS
+475.9%
+23,862.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | -17.5% | +1.7% | -19.2% | -17.9% |
| 30D | -20.2% | +8.6% | -28.8% | -21.9% |
| 3M | -19.9% | -0.5% | -19.5% | -20.0% |
| 6M | -37.4% | -4.2% | -33.2% | -37.2% |
| YTD | -40.1% | +3.4% | -43.6% | -41.3% |
| 1Y | -53.4% | +0.4% | -53.8% | -54.0% |
| 3Y | +10.4% | +38.2% | -27.8% | -0.8% |
| 5Y | +29.8% | +35.4% | -5.6% | +16.2% |
| 10Y | +249.2% | +131.7% | +117.5% | +170.0% |
| All | +24,338.5% | +475.9% | +23,862.6% | +14,147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling