-43.3%
ORCL vs CHD
+32.9%
-76.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.2% |
| 7D | +10.4% | +0.4% | +10.0% | +10.6% |
| 30D | -11.2% | +11.6% | -22.8% | -3.3% |
| 3M | -16.8% | +10.7% | -27.5% | -9.9% |
| 6M | -31.5% | +20.2% | -51.7% | -19.9% |
| YTD | -33.9% | +34.5% | -68.4% | -14.7% |
| 1Y | -43.3% | +32.6% | -75.8% | -27.3% |
| All | -43.3% | +32.9% | -76.2% | -27.3% |
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