+246.0%
ORCL vs CTAS
+820.8%
-574.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | -16.6% | +11.3% | -27.9% | -20.2% |
| 3M | -21.6% | +11.4% | -33.0% | -25.2% |
| 6M | -39.4% | +35.6% | -75.0% | -47.2% |
| YTD | -38.7% | +20.7% | -59.4% | -44.1% |
| 1Y | -50.4% | +22.8% | -73.2% | -55.2% |
| 3Y | +8.1% | +73.4% | -65.3% | -18.0% |
| 5Y | +34.5% | +117.6% | -83.1% | -8.5% |
| 10Y | +246.0% | +818.4% | -572.4% | +41.0% |
| All | +246.0% | +820.8% | -574.8% | +41.0% |
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