+246.0%
ORCL vs CSGP
+61.5%
+184.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | -6.5% | -3.2% | -3.3% | -5.8% |
| 30D | -16.6% | +2.2% | -18.8% | -18.5% |
| 3M | -21.6% | -3.7% | -18.0% | -22.7% |
| 6M | -39.4% | -7.4% | -31.9% | -39.8% |
| YTD | -38.7% | -54.9% | +16.2% | -24.9% |
| 1Y | -50.4% | -54.9% | +4.5% | -39.4% |
| 3Y | +8.1% | -61.9% | +70.0% | +35.8% |
| 5Y | +34.5% | -63.1% | +97.6% | +66.0% |
| 10Y | +246.0% | +65.1% | +180.9% | +165.5% |
| All | +246.0% | +61.5% | +184.6% | +165.5% |
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