-50.4%
ORCL vs CTAS
+24.0%
-74.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.1% |
| 7D | -6.5% | +0.7% | -7.2% | -6.2% |
| 30D | -16.6% | +11.3% | -27.9% | -13.2% |
| 3M | -21.6% | +11.4% | -33.0% | -18.3% |
| 6M | -39.4% | +35.6% | -75.0% | -35.1% |
| YTD | -38.7% | +20.7% | -59.4% | -33.4% |
| 1Y | -50.4% | +22.8% | -73.2% | -45.0% |
| All | -50.4% | +24.0% | -74.3% | -45.0% |
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 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