-49.5%
ORCL vs CRCL
-33.1%
-16.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -14.4% | -6.8% | -7.6% | -12.9% |
| 30D | -12.8% | -8.6% | -4.2% | -11.0% |
| 3M | -14.8% | +20.3% | -35.1% | -19.5% |
| 6M | -30.9% | -36.3% | +5.4% | -25.9% |
| YTD | -35.7% | -4.0% | -31.7% | -39.3% |
| 1Y | -49.5% | -31.6% | -17.9% | -50.2% |
| All | -49.5% | -33.1% | -16.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 1y: compounded portfolio wealth divided by compounded CRCL 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…
1y analysis · Full analysis span regression · 6 months rolling