+270.3%
ORCL vs CTAS
+814.6%
-544.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +8.0% | +2.0% | +6.0% | +7.2% |
| 30D | -4.0% | +8.7% | -12.7% | -7.2% |
| 3M | -19.5% | +13.3% | -32.7% | -23.6% |
| 6M | -33.5% | +39.4% | -72.9% | -42.7% |
| YTD | -34.8% | +21.5% | -56.3% | -40.8% |
| 1Y | -41.6% | +21.9% | -63.5% | -47.1% |
| 3Y | +13.8% | +73.6% | -59.9% | -13.7% |
| 5Y | +43.4% | +116.2% | -72.8% | -2.2% |
| All | +270.3% | +814.6% | -544.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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