+46.1%
ORCL vs CARR
+7.1%
+38.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.9% | +7.7% |
| 7D | +3.8% | -1.9% | +5.7% | +4.6% |
| 30D | -6.6% | -1.1% | -5.5% | -6.2% |
| 3M | -11.4% | -13.8% | +2.4% | -6.5% |
| 6M | -33.3% | -16.5% | -16.8% | -29.3% |
| YTD | -33.3% | +4.9% | -38.2% | -36.6% |
| 1Y | -44.9% | -2.7% | -42.2% | -46.1% |
| 3Y | +17.6% | +10.4% | +7.2% | +5.8% |
| 5Y | +46.1% | +7.7% | +38.4% | +26.3% |
| All | +46.1% | +7.1% | +38.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling