+34,073.7%
ORCL vs CRH
+6,101.6%
+27,972.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.2% |
| 7D | +10.9% | -3.6% | +14.5% | +11.8% |
| 30D | +7.0% | -10.8% | +17.8% | +9.9% |
| 3M | -21.2% | -13.5% | -7.7% | -18.7% |
| 6M | +7.4% | -15.4% | +22.8% | +10.9% |
| YTD | -16.3% | -27.6% | +11.3% | -10.3% |
| 1Y | -32.3% | -18.4% | -13.9% | -29.6% |
| 3Y | +32.6% | +72.5% | -40.0% | +15.7% |
| 5Y | +93.1% | +99.2% | -6.1% | +61.6% |
| 10Y | +368.8% | +257.0% | +111.7% | +238.3% |
| All | +34,073.7% | +6,101.6% | +27,972.1% | +19,391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling