+46.1%
ORCL vs CTAS
+118.7%
-72.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.6% |
| 7D | +3.8% | -0.8% | +4.5% | +4.0% |
| 30D | -6.6% | +10.7% | -17.3% | -9.8% |
| 3M | -11.4% | +11.0% | -22.4% | -14.7% |
| 6M | -33.3% | +38.7% | -72.0% | -42.0% |
| YTD | -33.3% | +21.8% | -55.0% | -38.7% |
| 1Y | -44.9% | +23.6% | -68.5% | -49.9% |
| 3Y | +17.6% | +74.9% | -57.3% | -16.1% |
| 5Y | +46.1% | +119.5% | -73.4% | -11.2% |
| All | +46.1% | +118.7% | -72.7% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling