-3.8%
ORCL vs CRCL
+39.4%
-43.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.1% | +3.1% |
| 7D | +15.0% | +7.5% | +7.5% | +13.7% |
| 30D | +10.5% | +44.3% | -33.7% | +4.9% |
| 3M | -23.0% | +16.5% | -39.5% | -25.4% |
| 6M | +7.0% | -5.6% | +12.6% | +5.2% |
| YTD | -15.8% | +21.3% | -37.1% | -19.9% |
| 1Y | -31.1% | -14.5% | -16.6% | -33.3% |
| All | -3.8% | +39.4% | -43.1% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling