-49.6%
ORCL vs CHD
+30.9%
-80.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +4.5% |
| 7D | +0.5% | +0.8% | -0.3% | +1.1% |
| 30D | -15.3% | +13.5% | -28.7% | -6.7% |
| 3M | -18.2% | +8.1% | -26.4% | -13.0% |
| 6M | -38.4% | +19.9% | -58.3% | -28.1% |
| YTD | -37.7% | +34.0% | -71.7% | -19.9% |
| All | -49.6% | +30.9% | -80.5% | -35.3% |
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