+33,471.1%
ORCL vs CMS
+457.8%
+33,013.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | +10.0% | -3.6% | +13.6% | +10.9% |
| 3M | -32.6% | -1.9% | -30.7% | -32.6% |
| 6M | +4.9% | -11.0% | +15.9% | +7.1% |
| YTD | -17.8% | +0.2% | -17.9% | -18.6% |
| 1Y | -28.0% | -1.3% | -26.7% | -28.6% |
| 3Y | +36.0% | +35.9% | +0.1% | +22.7% |
| 5Y | +88.7% | +23.1% | +65.6% | +73.3% |
| 10Y | +346.9% | +117.9% | +229.0% | +251.2% |
| All | +33,471.1% | +457.8% | +33,013.3% | +19,655.2% |
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 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