+33.3%
ORCL vs CARR
+7.6%
+25.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | +15.0% | +3.2% | +11.8% | +13.8% |
| 30D | +10.5% | -7.7% | +18.2% | +13.4% |
| 3M | -23.0% | -11.9% | -11.1% | -20.3% |
| 6M | +7.0% | +2.0% | +5.0% | +4.1% |
| YTD | -15.8% | +13.2% | -29.0% | -22.1% |
| 1Y | -31.1% | -8.5% | -22.6% | -30.4% |
| 3Y | +33.3% | +5.0% | +28.3% | +27.3% |
| All | +33.3% | +7.6% | +25.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling