+38.4%
ORCL vs CSGP
-61.6%
+100.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -6.0% | -2.7% |
| 7D | -14.4% | +18.3% | -32.7% | -17.6% |
| 30D | -12.8% | +17.8% | -30.6% | -17.4% |
| 3M | -14.8% | +9.3% | -24.0% | -18.1% |
| 6M | -30.9% | -7.9% | -23.0% | -30.7% |
| YTD | -35.7% | -51.5% | +15.9% | -23.2% |
| 1Y | -49.5% | -53.3% | +3.8% | -39.1% |
| 3Y | +18.6% | -57.9% | +76.5% | +43.3% |
| 5Y | +38.4% | -61.3% | +99.7% | +61.4% |
| All | +38.4% | -61.6% | +100.0% | +61.4% |
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