+25.0%
ORCL vs CRH
+68.8%
-43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.6% |
| 7D | -0.7% | -4.8% | +4.0% | +1.3% |
| 30D | +5.1% | -13.1% | +18.2% | +11.4% |
| 3M | -23.7% | -12.0% | -11.8% | -20.1% |
| 6M | +3.1% | -16.9% | +20.0% | +9.2% |
| YTD | -20.8% | -29.0% | +8.2% | -9.2% |
| 1Y | -52.9% | -20.3% | -32.6% | -49.4% |
| All | +25.0% | +68.8% | -43.7% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling