+24,538.0%
ORCL vs CTAS
+25,665.7%
-1,127.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -11.2% | +1.2% | -12.3% | -11.7% |
| 30D | -18.8% | +12.8% | -31.6% | -23.6% |
| 3M | -18.8% | +10.3% | -29.1% | -23.0% |
| 6M | -39.7% | +32.0% | -71.7% | -48.2% |
| YTD | -39.6% | +19.1% | -58.8% | -45.8% |
| 1Y | -51.7% | +21.5% | -73.2% | -57.2% |
| 3Y | +10.2% | +76.0% | -65.8% | -19.6% |
| 5Y | +30.8% | +110.9% | -80.0% | -13.0% |
| 10Y | +252.1% | +849.8% | -597.7% | +7.0% |
| All | +24,538.0% | +25,665.7% | -1,127.7% | +2,139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling