+244.8%
ORCL vs CTAS
+840.0%
-595.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -11.2% | +1.2% | -12.3% | -11.6% |
| 30D | -18.8% | +12.8% | -31.6% | -22.8% |
| 3M | -18.8% | +10.3% | -29.1% | -22.2% |
| 6M | -39.7% | +32.0% | -71.7% | -47.0% |
| YTD | -39.6% | +19.1% | -58.8% | -44.8% |
| 1Y | -51.7% | +21.5% | -73.2% | -56.3% |
| 3Y | +10.2% | +76.0% | -65.8% | -17.1% |
| 5Y | +30.8% | +110.9% | -80.0% | -10.0% |
| All | +244.8% | +840.0% | -595.2% | +41.8% |
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