+251.6%
ORCL vs CHD
+181.4%
+70.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | -15.3% | +13.5% | -28.7% | -17.0% |
| 3M | -18.2% | +8.1% | -26.4% | -19.3% |
| 6M | -38.4% | +19.9% | -58.3% | -40.4% |
| YTD | -37.7% | +34.0% | -71.7% | -41.6% |
| 1Y | -49.3% | +29.8% | -79.1% | -52.1% |
| 3Y | +10.6% | +28.7% | -18.1% | +1.2% |
| 5Y | +35.5% | +31.8% | +3.7% | +21.0% |
| 10Y | +251.6% | +178.2% | +73.4% | +152.2% |
| All | +251.6% | +181.4% | +70.2% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling