+93.1%
ORCL vs CARR
+9.5%
+83.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | +10.9% | +0.6% | +10.3% | +10.7% |
| 30D | +7.0% | -8.7% | +15.7% | +10.5% |
| 3M | -21.2% | -18.4% | -2.8% | -15.7% |
| 6M | +7.4% | -0.6% | +8.0% | +5.5% |
| YTD | -16.3% | +10.9% | -27.2% | -22.0% |
| 1Y | -32.3% | -7.3% | -25.0% | -32.3% |
| 3Y | +32.6% | +2.9% | +29.6% | +24.0% |
| 5Y | +93.1% | +9.6% | +83.4% | +69.1% |
| All | +93.1% | +9.5% | +83.6% | +69.1% |
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