+265.6%
ORCL vs CARR
+421.5%
-155.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.1% |
| 7D | -5.4% | -3.8% | -1.6% | -4.5% |
| 30D | -2.0% | -8.9% | +7.0% | +0.3% |
| 3M | -18.1% | -17.3% | -0.8% | -14.5% |
| 6M | -7.2% | -1.4% | -5.8% | -7.8% |
| YTD | -22.2% | +10.0% | -32.1% | -25.1% |
| 1Y | -50.6% | -6.4% | -44.3% | -50.6% |
| 3Y | +22.9% | +1.5% | +21.3% | +19.9% |
| 5Y | +79.3% | +9.3% | +70.0% | +66.4% |
| All | +265.6% | +421.5% | -155.9% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling