+33,471.1%
ORCL vs CHD
+10,220.8%
+23,250.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -2.7% | +7.9% | +6.0% |
| 30D | +10.0% | -4.6% | +14.6% | +11.2% |
| 3M | -32.6% | +5.0% | -37.6% | -33.7% |
| 6M | +4.9% | -3.2% | +8.2% | +5.0% |
| YTD | -17.8% | +18.6% | -36.4% | -22.3% |
| 1Y | -28.0% | +4.8% | -32.8% | -30.1% |
| 3Y | +36.0% | +6.1% | +29.9% | +29.4% |
| 5Y | +88.7% | +24.0% | +64.8% | +70.1% |
| 10Y | +346.9% | +124.5% | +222.4% | +235.0% |
| All | +33,471.1% | +10,220.8% | +23,250.3% | +10,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling