+242.0%
ORCL vs CSGP
+71.3%
+170.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.3% | -6.5% |
| 7D | -17.5% | +13.9% | -31.4% | -20.5% |
| 30D | -20.2% | +16.0% | -36.2% | -24.8% |
| 3M | -19.9% | +6.1% | -26.0% | -23.1% |
| 6M | -37.4% | -8.2% | -29.3% | -37.6% |
| YTD | -40.1% | -52.3% | +12.2% | -27.7% |
| 1Y | -53.4% | -54.5% | +1.1% | -43.0% |
| 3Y | +10.4% | -58.6% | +69.0% | +35.5% |
| 5Y | +29.8% | -61.5% | +91.3% | +58.7% |
| All | +242.0% | +71.3% | +170.7% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling