-23.7%
ORCL vs CRCL
-2.7%
-21.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.5% | +8.3% |
| 7D | +3.8% | -11.8% | +15.6% | +5.7% |
| 30D | -6.6% | -20.0% | +13.4% | -3.4% |
| 3M | -11.4% | -5.7% | -5.8% | -11.0% |
| 6M | -33.3% | -49.1% | +15.8% | -28.4% |
| YTD | -33.3% | -15.4% | -17.9% | -33.3% |
| 1Y | -44.9% | -31.7% | -13.2% | -44.5% |
| All | -23.7% | -2.7% | -21.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling