+32.7%
ORCL vs CNH
+9.6%
+23.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +2.5% |
| 7D | +5.3% | +23.3% | -18.0% | +2.2% |
| 30D | +10.0% | +33.5% | -23.5% | +5.5% |
| 3M | -32.6% | +32.7% | -65.3% | -35.3% |
| 6M | +4.9% | +22.2% | -17.2% | +1.7% |
| YTD | -17.8% | +57.7% | -75.4% | -25.1% |
| 1Y | -28.0% | +28.0% | -56.0% | -31.1% |
| All | +32.7% | +9.6% | +23.1% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling