+134.0%
ORCL vs CRBG
+114.2%
+19.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.4% | -5.7% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +5.1% | +2.4% | +2.8% | +4.3% |
| 3M | -23.7% | +26.8% | -50.6% | -29.6% |
| 6M | +3.1% | +41.5% | -38.4% | -8.6% |
| YTD | -20.8% | +15.5% | -36.3% | -25.0% |
| 1Y | -52.9% | +6.6% | -59.4% | -54.4% |
| 3Y | +25.4% | +121.6% | -96.2% | +0.2% |
| All | +134.0% | +114.2% | +19.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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