+24,937.0%
ORCL vs CAH
+16,933.8%
+8,003.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -6.5% | +9.4% | -15.9% | -8.9% |
| 30D | -16.6% | +16.5% | -33.1% | -20.2% |
| 3M | -21.6% | +17.0% | -38.6% | -25.3% |
| 6M | -39.4% | +51.4% | -90.8% | -46.5% |
| YTD | -38.7% | +36.0% | -74.6% | -44.8% |
| 1Y | -50.4% | +36.0% | -86.4% | -55.4% |
| 3Y | +8.1% | +177.5% | -169.4% | -22.6% |
| 5Y | +34.5% | +509.2% | -474.6% | -24.6% |
| 10Y | +246.0% | +408.1% | -162.1% | +93.2% |
| All | +24,937.0% | +16,933.8% | +8,003.1% | +4,367.2% |
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