-49.6%
ORCL vs CAH
+37.8%
-87.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.2% | +3.6% |
| 7D | +0.5% | +7.8% | -7.4% | +4.3% |
| 30D | -15.3% | +15.5% | -30.7% | -9.1% |
| 3M | -18.2% | +16.3% | -34.5% | -11.9% |
| 6M | -38.4% | +50.0% | -88.5% | -27.2% |
| YTD | -37.7% | +34.7% | -72.5% | -27.5% |
| All | -49.6% | +37.8% | -87.4% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling