-52.9%
ORCL vs CARR
-9.9%
-43.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.1% |
| 30D | +5.1% | -11.0% | +16.1% | +6.6% |
| 3M | -23.7% | -16.4% | -7.4% | -22.5% |
| 6M | +3.1% | -2.4% | +5.5% | +3.0% |
| YTD | -20.8% | +8.4% | -29.2% | -22.0% |
| 1Y | -52.9% | -8.0% | -44.9% | -50.9% |
| All | -52.9% | -9.9% | -43.0% | -50.9% |
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