+45.4%
ORCL vs CHRW
+62.5%
-17.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +10.4% | +4.7% | +5.6% | +9.8% |
| 30D | -11.2% | -2.6% | -8.6% | -11.2% |
| 3M | -16.8% | -8.0% | -8.8% | -16.3% |
| 6M | -31.5% | -19.0% | -12.5% | -30.6% |
| YTD | -33.9% | -15.5% | -18.4% | -34.1% |
| 1Y | -43.3% | -10.8% | -32.4% | -44.0% |
| 3Y | +16.5% | +79.8% | -63.3% | -6.4% |
| 5Y | +45.4% | +59.3% | -13.9% | +7.1% |
| All | +45.4% | +62.5% | -17.1% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling