+27,144.0%
ORCL vs CHD
+11,631.5%
+15,512.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -6.6% | +12.2% | -18.7% | -9.4% |
| 3M | -11.4% | +9.3% | -20.8% | -13.7% |
| 6M | -33.3% | +24.3% | -57.6% | -37.4% |
| YTD | -33.3% | +34.9% | -68.1% | -39.1% |
| 1Y | -44.9% | +32.7% | -77.6% | -49.6% |
| 3Y | +17.6% | +29.4% | -11.8% | +6.0% |
| 5Y | +46.1% | +31.7% | +14.4% | +29.7% |
| 10Y | +277.8% | +191.7% | +86.1% | +164.0% |
| All | +27,144.0% | +11,631.5% | +15,512.5% | +7,948.9% |
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