-41.6%
ORCL vs CNH
+16.6%
-58.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +8.0% | +3.0% | +4.9% | +8.1% |
| 30D | -4.0% | -0.6% | -3.4% | -3.8% |
| 3M | -19.5% | +14.6% | -34.1% | -18.1% |
| 6M | -33.5% | +11.8% | -45.2% | -32.1% |
| YTD | -34.8% | +30.4% | -65.3% | -32.2% |
| 1Y | -41.6% | +19.1% | -60.7% | -40.2% |
| All | -41.6% | +16.6% | -58.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling