+275.4%
ORCL vs CTAS
+817.6%
-542.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.4% | +0.5% | +9.9% | +10.2% |
| 30D | -11.2% | +10.2% | -21.5% | -14.7% |
| 3M | -16.8% | +12.1% | -28.9% | -20.7% |
| 6M | -31.5% | +38.3% | -69.7% | -40.7% |
| YTD | -33.9% | +21.9% | -55.8% | -40.0% |
| 1Y | -43.3% | +24.0% | -67.3% | -49.0% |
| 3Y | +16.5% | +75.1% | -58.7% | -12.0% |
| 5Y | +45.4% | +116.9% | -71.5% | -1.0% |
| All | +275.4% | +817.6% | -542.2% | +52.9% |
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