+24,538.0%
ORCL vs CHD
+11,349.8%
+13,188.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -11.2% | +2.0% | -13.1% | -11.7% |
| 30D | -18.8% | +13.0% | -31.8% | -21.5% |
| 3M | -18.8% | +6.1% | -24.9% | -20.3% |
| 6M | -39.7% | +15.9% | -55.6% | -42.4% |
| YTD | -39.6% | +31.6% | -71.3% | -44.6% |
| 1Y | -51.7% | +28.5% | -80.2% | -55.5% |
| 3Y | +10.2% | +30.5% | -20.2% | -1.0% |
| 5Y | +30.8% | +30.7% | +0.1% | +16.2% |
| 10Y | +252.1% | +184.2% | +67.9% | +147.5% |
| All | +24,538.0% | +11,349.8% | +13,188.2% | +7,221.7% |
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