+9.3%
ORCL vs CNH
+4.2%
+5.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.4% |
| 7D | -17.5% | -0.4% | -17.1% | -17.5% |
| 30D | -20.2% | -15.2% | -4.9% | -18.5% |
| 3M | -19.9% | +4.3% | -24.2% | -20.7% |
| 6M | -37.4% | +10.1% | -47.5% | -38.6% |
| YTD | -40.1% | +23.2% | -63.3% | -43.6% |
| 1Y | -53.4% | +8.5% | -61.9% | -54.8% |
| All | +9.3% | +4.2% | +5.2% | +5.3% |
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