-28.0%
ORCL vs CARR
-3.6%
-24.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.0% |
| 7D | +5.3% | +1.6% | +3.7% | +5.1% |
| 30D | +10.0% | -8.7% | +18.7% | +10.6% |
| 3M | -32.6% | -12.6% | -20.0% | -32.2% |
| 6M | +4.9% | -1.5% | +6.5% | +4.5% |
| YTD | -17.8% | +14.3% | -32.1% | -17.0% |
| 1Y | -28.0% | -4.6% | -23.4% | -31.6% |
| All | -28.0% | -3.6% | -24.4% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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