+346.9%
ORCL vs CHRW
+163.9%
+183.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | -1.4% | +6.7% | +5.6% |
| 30D | +10.0% | -3.5% | +13.4% | +10.8% |
| 3M | -32.6% | -19.4% | -13.2% | -30.0% |
| 6M | +4.9% | -21.4% | +26.3% | +9.2% |
| YTD | -17.8% | -7.1% | -10.6% | -18.7% |
| 1Y | -28.0% | +17.8% | -45.8% | -34.3% |
| 3Y | +36.0% | +78.8% | -42.8% | +5.6% |
| 5Y | +88.7% | +83.5% | +5.2% | +41.8% |
| All | +346.9% | +163.9% | +183.0% | +187.0% |
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