+33,471.1%
ORCL vs CAH
+15,076.3%
+18,394.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +5.3% | +5.4% | -0.1% | +3.7% |
| 30D | +10.0% | +3.3% | +6.6% | +8.8% |
| 3M | -32.6% | +22.8% | -55.4% | -36.7% |
| 6M | +4.9% | +11.3% | -6.3% | +0.9% |
| YTD | -17.8% | +21.1% | -38.9% | -23.3% |
| 1Y | -28.0% | +67.2% | -95.2% | -39.6% |
| 3Y | +36.0% | +195.6% | -159.6% | -4.3% |
| 5Y | +88.7% | +413.8% | -325.1% | +11.3% |
| 10Y | +346.9% | +309.6% | +37.3% | +165.3% |
| All | +33,471.1% | +15,076.3% | +18,394.8% | +6,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling