+94.3%
ORCL vs CAH
+400.8%
-306.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.6% |
| 7D | +15.0% | +0.5% | +14.5% | +15.0% |
| 30D | +10.5% | +1.7% | +8.8% | +10.3% |
| 3M | -23.0% | +17.9% | -40.9% | -24.3% |
| 6M | +7.0% | +10.9% | -3.9% | +5.8% |
| YTD | -15.8% | +17.9% | -33.7% | -17.8% |
| 1Y | -31.1% | +61.7% | -92.8% | -37.7% |
| 3Y | +33.3% | +183.7% | -150.5% | +2.5% |
| 5Y | +94.3% | +401.3% | -307.0% | +35.7% |
| All | +94.3% | +400.8% | -306.5% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling