+35.5%
ORCL vs CNH
-6.4%
+41.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.9% | -7.7% | +1.1% |
| 7D | +0.5% | +8.6% | -8.1% | -1.1% |
| 30D | -15.3% | +12.6% | -27.8% | -17.3% |
| 3M | -18.2% | +17.5% | -35.7% | -21.3% |
| 6M | -38.4% | +18.1% | -56.5% | -41.1% |
| YTD | -37.7% | +40.4% | -78.1% | -43.8% |
| 1Y | -49.3% | +34.0% | -83.3% | -53.7% |
| 3Y | +10.6% | +35.3% | -24.7% | -1.7% |
| 5Y | +35.5% | -5.1% | +40.6% | +29.4% |
| All | +35.5% | -6.4% | +41.9% | +29.4% |
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