+244.8%
ORCL vs CHRW
+127.5%
+117.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -11.2% | +0.6% | -11.7% | -11.3% |
| 30D | -18.8% | -7.3% | -11.5% | -18.0% |
| 3M | -18.8% | -14.2% | -4.6% | -16.8% |
| 6M | -39.7% | -25.1% | -14.7% | -37.2% |
| YTD | -39.6% | -21.2% | -18.5% | -38.7% |
| 1Y | -51.7% | -14.2% | -37.6% | -52.2% |
| 3Y | +10.2% | +63.5% | -53.3% | -14.4% |
| 5Y | +30.8% | +49.6% | -18.8% | +2.7% |
| All | +244.8% | +127.5% | +117.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling