+91.4%
ORCL vs CNH
+11.5%
+80.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -1.0% | +2.3% |
| 7D | +5.3% | +23.3% | -18.0% | +0.9% |
| 30D | +10.0% | +33.5% | -23.5% | +3.6% |
| 3M | -32.6% | +32.7% | -65.3% | -36.6% |
| 6M | +4.9% | +22.2% | -17.2% | -0.2% |
| YTD | -17.8% | +57.7% | -75.4% | -27.1% |
| 1Y | -28.0% | +28.0% | -56.0% | -32.7% |
| 3Y | +36.0% | +11.5% | +24.5% | +29.2% |
| All | +91.4% | +11.5% | +80.0% | +77.6% |
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