+29.8%
ORCL vs CNH
-17.9%
+47.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.2% |
| 7D | -17.5% | -0.4% | -17.1% | -17.5% |
| 30D | -20.2% | -15.2% | -4.9% | -17.7% |
| 3M | -19.9% | +4.3% | -24.2% | -21.1% |
| 6M | -37.4% | +10.1% | -47.5% | -39.4% |
| YTD | -40.1% | +23.2% | -63.3% | -44.5% |
| 1Y | -53.4% | +8.5% | -61.9% | -55.4% |
| 3Y | +10.4% | +4.1% | +6.3% | +4.3% |
| 5Y | +29.8% | -17.8% | +47.6% | +27.6% |
| All | +29.8% | -17.9% | +47.7% | +27.6% |
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