+206.1%
ORCL vs CARR
+394.0%
-187.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +8.0% | +3.5% | +4.5% | +7.1% |
| 30D | -4.0% | +0.4% | -4.3% | -4.1% |
| 3M | -19.5% | -14.1% | -5.4% | -16.5% |
| 6M | -33.5% | -16.7% | -16.8% | -30.8% |
| YTD | -34.8% | +4.2% | -39.0% | -36.5% |
| 1Y | -41.6% | -0.2% | -41.4% | -42.5% |
| 3Y | +13.8% | +10.9% | +2.9% | +9.3% |
| 5Y | +43.4% | +3.9% | +39.5% | +34.8% |
| All | +206.1% | +394.0% | -187.9% | +169.4% |
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