-41.6%
ORCL vs CTAS
+23.6%
-65.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.5% |
| 7D | +8.0% | +2.0% | +6.0% | +8.8% |
| 30D | -4.0% | +8.7% | -12.7% | -0.9% |
| 3M | -19.5% | +13.3% | -32.7% | -15.7% |
| 6M | -33.5% | +39.4% | -72.9% | -28.8% |
| YTD | -34.8% | +21.5% | -56.3% | -29.0% |
| 1Y | -41.6% | +21.9% | -63.5% | -36.2% |
| All | -41.6% | +23.6% | -65.2% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling