+32.7%
ORCL vs CSGP
-61.9%
+94.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.6% |
| 7D | +5.3% | -4.1% | +9.3% | +6.2% |
| 30D | +10.0% | +2.3% | +7.6% | +9.1% |
| 3M | -32.6% | -8.2% | -24.4% | -31.5% |
| 6M | +4.9% | -35.1% | +40.0% | +15.8% |
| YTD | -17.8% | -54.0% | +36.3% | -2.0% |
| 1Y | -28.0% | -65.3% | +37.3% | -7.5% |
| All | +32.7% | -61.9% | +94.6% | +63.1% |
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