-28.0%
ORCL vs CHD
+7.1%
-35.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | +5.3% | -2.7% | +7.9% | +3.2% |
| 30D | +10.0% | -4.6% | +14.6% | +6.1% |
| 3M | -32.6% | +5.0% | -37.6% | -29.0% |
| 6M | +4.9% | -3.2% | +8.2% | +3.4% |
| YTD | -17.8% | +18.6% | -36.4% | -2.4% |
| 1Y | -28.0% | +4.8% | -32.8% | -37.6% |
| All | -28.0% | +7.1% | -35.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling