+42.7%
ORCL vs CHRW
+58.8%
-16.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +8.0% | +7.3% | +0.7% | +7.1% |
| 30D | -4.0% | -3.6% | -0.4% | -3.8% |
| 3M | -19.5% | -9.6% | -9.9% | -18.8% |
| 6M | -33.5% | -17.0% | -16.5% | -32.9% |
| YTD | -34.8% | -15.4% | -19.4% | -35.0% |
| 1Y | -41.6% | -10.0% | -31.6% | -42.5% |
| 3Y | +13.8% | +82.2% | -68.4% | -9.0% |
| All | +42.7% | +58.8% | -16.1% | +6.7% |
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