+32.7%
ORCL vs CTAS
+63.6%
-30.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | +5.3% | -1.8% | +7.1% | +5.5% |
| 30D | +10.0% | -0.2% | +10.2% | +9.9% |
| 3M | -32.6% | +11.7% | -44.3% | -34.2% |
| 6M | +4.9% | +0.7% | +4.2% | +5.0% |
| YTD | -17.8% | +7.4% | -25.2% | -19.1% |
| 1Y | -28.0% | -2.1% | -25.9% | -27.1% |
| All | +32.7% | +63.6% | -30.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling