+2,436.3%
ORCL vs CHRW
+3,613.5%
-1,177.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -5.5% |
| 7D | -17.5% | +0.7% | -18.2% | -17.7% |
| 30D | -20.2% | -5.0% | -15.2% | -19.4% |
| 3M | -19.9% | -16.1% | -3.8% | -16.1% |
| 6M | -37.4% | -22.6% | -14.8% | -33.9% |
| YTD | -40.1% | -19.3% | -20.8% | -38.7% |
| 1Y | -53.4% | -14.9% | -38.4% | -53.2% |
| 3Y | +10.4% | +68.0% | -57.6% | -18.4% |
| 5Y | +29.8% | +53.2% | -23.4% | -3.0% |
| 10Y | +249.2% | +134.8% | +114.4% | +112.1% |
| All | +2,436.3% | +3,613.5% | -1,177.2% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling