+328.9%
ORCL vs CRH
+253.3%
+75.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.1% |
| 7D | -5.4% | -6.1% | +0.7% | -3.0% |
| 30D | -2.0% | -9.3% | +7.3% | +1.9% |
| 3M | -18.1% | -15.2% | -2.9% | -12.9% |
| 6M | -7.2% | -14.2% | +7.0% | -2.9% |
| YTD | -22.2% | -28.3% | +6.1% | -12.4% |
| 1Y | -50.6% | -21.8% | -28.9% | -46.6% |
| 3Y | +22.9% | +71.6% | -48.8% | -3.8% |
| 5Y | +79.3% | +96.6% | -17.4% | +29.9% |
| All | +328.9% | +253.3% | +75.6% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling