+3,384.2%
ORCL vs CHRW
+4,173.0%
-788.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | +5.3% | -1.4% | +6.7% | +5.8% |
| 30D | +10.0% | -3.5% | +13.4% | +11.3% |
| 3M | -32.6% | -19.4% | -13.2% | -28.7% |
| 6M | +4.9% | -21.4% | +26.3% | +11.3% |
| YTD | -17.8% | -7.1% | -10.6% | -18.6% |
| 1Y | -28.0% | +17.8% | -45.8% | -35.9% |
| 3Y | +36.0% | +78.8% | -42.8% | -0.2% |
| 5Y | +88.7% | +83.5% | +5.2% | +34.0% |
| 10Y | +346.9% | +160.2% | +186.7% | +165.8% |
| All | +3,384.2% | +4,173.0% | -788.8% | +596.0% |
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 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