+30.6%
ORCL vs CNH
-14.7%
+45.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.3% |
| 7D | -11.2% | -1.7% | -9.4% | -10.8% |
| 30D | -18.8% | -7.2% | -11.6% | -17.7% |
| 3M | -18.8% | +6.5% | -25.3% | -20.3% |
| 6M | -39.7% | +7.9% | -47.6% | -41.3% |
| YTD | -39.6% | +26.6% | -66.2% | -44.4% |
| 1Y | -51.7% | +13.8% | -65.5% | -54.3% |
| 3Y | +10.2% | +9.2% | +1.0% | +3.0% |
| All | +30.6% | -14.7% | +45.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling