+2,727.5%
ORCL vs CHRW
+3,771.3%
-1,043.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.1% | +7.6% |
| 7D | +3.8% | -0.1% | +3.8% | +3.9% |
| 30D | -6.6% | -4.3% | -2.3% | -5.7% |
| 3M | -11.4% | -7.4% | -4.0% | -10.2% |
| 6M | -33.3% | -20.7% | -12.6% | -30.1% |
| YTD | -33.3% | -15.9% | -17.4% | -32.5% |
| 1Y | -44.9% | -9.9% | -35.0% | -45.8% |
| 3Y | +17.6% | +79.0% | -61.3% | -14.9% |
| 5Y | +46.1% | +61.3% | -15.3% | +7.3% |
| 10Y | +277.8% | +128.5% | +149.2% | +132.5% |
| All | +2,727.5% | +3,771.3% | -1,043.8% | +477.1% |
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 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