-25.5%
ORCL vs CRCL
-9.9%
-15.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -1.0% |
| 7D | +8.0% | -8.4% | +16.3% | +9.4% |
| 30D | -4.0% | -21.8% | +17.8% | -0.4% |
| 3M | -19.5% | -17.5% | -2.0% | -17.5% |
| 6M | -33.5% | -50.9% | +17.4% | -28.1% |
| YTD | -34.8% | -21.6% | -13.3% | -34.2% |
| 1Y | -41.6% | -24.5% | -17.2% | -40.9% |
| All | -25.5% | -9.9% | -15.6% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling