-4.3%
ORCL vs CRCL
+34.8%
-39.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +10.9% | +4.9% | +6.0% | +10.0% |
| 30D | +7.0% | +38.7% | -31.7% | +2.0% |
| 3M | -21.2% | +14.7% | -35.9% | -23.4% |
| 6M | +7.4% | -16.9% | +24.2% | +7.0% |
| YTD | -16.3% | +17.3% | -33.5% | -20.0% |
| 1Y | -32.3% | -21.2% | -11.1% | -34.1% |
| All | -4.3% | +34.8% | -39.0% | -2.3% |
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