+246.0%
ORCL vs CRL
+353.6%
-107.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -6.5% | -1.7% | -4.8% | -6.1% |
| 30D | -16.6% | +14.6% | -31.1% | -19.6% |
| 3M | -21.6% | +24.8% | -46.4% | -26.3% |
| 6M | -39.4% | +94.7% | -134.0% | -50.1% |
| YTD | -38.7% | +73.4% | -112.0% | -48.3% |
| 1Y | -50.4% | +104.7% | -155.0% | -60.1% |
| 3Y | +8.1% | +101.1% | -93.0% | -17.8% |
| 5Y | +34.5% | -10.8% | +45.3% | +28.8% |
| 10Y | +246.0% | +358.8% | -112.8% | +89.8% |
| All | +246.0% | +353.6% | -107.6% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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