+321.6%
ORCL vs CNH
+28.6%
+292.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.9% | -3.0% | -6.0% |
| 7D | -17.5% | -0.4% | -17.1% | -17.5% |
| 30D | -20.2% | -15.2% | -4.9% | -17.1% |
| 3M | -19.9% | +4.3% | -24.2% | -21.5% |
| 6M | -37.4% | +10.1% | -47.5% | -39.9% |
| YTD | -40.1% | +23.2% | -63.3% | -45.0% |
| 1Y | -53.4% | +8.5% | -61.9% | -55.8% |
| 3Y | +10.4% | +4.1% | +6.3% | +3.3% |
| 5Y | +29.8% | -17.8% | +47.6% | +26.6% |
| 10Y | +249.2% | +113.3% | +135.9% | +146.6% |
| All | +321.6% | +28.6% | +292.9% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling