+33,471.1%
ORCL vs CTAS
+23,129.2%
+10,341.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +5.3% | -1.8% | +7.1% | +6.2% |
| 30D | +10.0% | -0.2% | +10.2% | +10.0% |
| 3M | -32.6% | +11.7% | -44.3% | -36.8% |
| 6M | +4.9% | +0.7% | +4.2% | +2.8% |
| YTD | -17.8% | +7.4% | -25.2% | -22.0% |
| 1Y | -28.0% | -2.1% | -25.9% | -29.2% |
| 3Y | +36.0% | +62.9% | -26.9% | +3.2% |
| 5Y | +88.7% | +111.9% | -23.2% | +26.0% |
| 10Y | +346.9% | +652.2% | -305.3% | +52.5% |
| All | +33,471.1% | +23,129.2% | +10,341.9% | +3,124.1% |
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