+91.4%
ORCL vs CSGP
-64.7%
+156.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.7% |
| 7D | +5.3% | -4.1% | +9.3% | +6.4% |
| 30D | +10.0% | +2.3% | +7.6% | +8.9% |
| 3M | -32.6% | -8.2% | -24.4% | -31.5% |
| 6M | +4.9% | -35.1% | +40.0% | +17.3% |
| YTD | -17.8% | -54.0% | +36.3% | +0.6% |
| 1Y | -28.0% | -65.3% | +37.3% | -4.7% |
| 3Y | +36.0% | -62.6% | +98.6% | +71.6% |
| All | +91.4% | -64.7% | +156.1% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling