-28.0%
ORCL vs CRH
-14.7%
-13.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.5% |
| 7D | +5.3% | -1.7% | +6.9% | +5.7% |
| 30D | +10.0% | -5.4% | +15.3% | +11.2% |
| 3M | -32.6% | -11.2% | -21.4% | -30.8% |
| 6M | +4.9% | -15.8% | +20.8% | +8.1% |
| YTD | -17.8% | -23.6% | +5.9% | -11.3% |
| 1Y | -28.0% | -14.6% | -13.4% | -24.2% |
| All | -28.0% | -14.7% | -13.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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