+31.5%
ORCL vs CAH
+194.6%
-163.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | +5.3% | +5.4% | -0.1% | +5.5% |
| 30D | +10.0% | +3.3% | +6.6% | +10.2% |
| 3M | -32.6% | +22.8% | -55.4% | -32.2% |
| 6M | +4.9% | +11.3% | -6.3% | +5.8% |
| YTD | -17.8% | +21.1% | -38.9% | -17.5% |
| 1Y | -28.0% | +67.2% | -95.2% | -31.9% |
| All | +31.5% | +194.6% | -163.1% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling