+10.2%
ORCL vs CSGP
-60.4%
+70.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.3% |
| 7D | -11.2% | +1.3% | -12.4% | -11.4% |
| 30D | -18.8% | +10.7% | -29.5% | -21.3% |
| 3M | -18.8% | +3.3% | -22.1% | -20.5% |
| 6M | -39.7% | -10.3% | -29.4% | -39.2% |
| YTD | -39.6% | -54.6% | +14.9% | -29.1% |
| 1Y | -51.7% | -54.6% | +2.9% | -43.4% |
| 3Y | +10.2% | -60.3% | +70.6% | +30.2% |
| All | +10.2% | -60.4% | +70.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling