-49.5%
ORCL vs CSGP
-53.2%
+3.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -1.8% |
| 7D | -14.4% | +18.3% | -32.7% | -14.2% |
| 30D | -12.8% | +17.8% | -30.6% | -14.1% |
| 3M | -14.8% | +9.3% | -24.0% | -15.6% |
| 6M | -30.9% | -7.9% | -23.0% | -29.2% |
| YTD | -35.7% | -51.5% | +15.9% | -30.3% |
| 1Y | -49.5% | -53.3% | +3.8% | -45.8% |
| All | -49.5% | -53.2% | +3.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling