+286.3%
ORCL vs CARR
+441.9%
-155.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +10.0% | -8.7% | +18.7% | +12.4% |
| 3M | -32.6% | -12.6% | -20.0% | -30.6% |
| 6M | +4.9% | -1.5% | +6.5% | +4.3% |
| YTD | -17.8% | +14.3% | -32.1% | -21.5% |
| 1Y | -28.0% | -4.6% | -23.4% | -28.3% |
| 3Y | +36.0% | +7.3% | +28.7% | +31.1% |
| 5Y | +88.7% | +11.6% | +77.1% | +73.8% |
| All | +286.3% | +441.9% | -155.6% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling