+368.8%
ORCL vs CAH
+295.7%
+73.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +10.9% | -2.2% | +13.1% | +11.5% |
| 30D | +7.0% | +1.2% | +5.8% | +6.6% |
| 3M | -21.2% | +13.1% | -34.3% | -23.8% |
| 6M | +7.4% | +8.5% | -1.1% | +4.6% |
| YTD | -16.3% | +17.6% | -33.9% | -20.7% |
| 1Y | -32.3% | +60.7% | -93.0% | -42.2% |
| 3Y | +32.6% | +183.2% | -150.6% | -5.8% |
| 5Y | +93.1% | +402.2% | -309.1% | +12.8% |
| 10Y | +368.8% | +302.3% | +66.5% | +162.3% |
| All | +368.8% | +295.7% | +73.0% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling