+251.6%
ORCL vs CRL
+400.8%
-149.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.7% | -1.5% | +1.9% |
| 7D | +0.5% | +4.4% | -3.9% | -0.8% |
| 30D | -15.3% | +17.1% | -32.4% | -18.8% |
| 3M | -18.2% | +32.1% | -50.3% | -24.3% |
| 6M | -38.4% | +98.9% | -137.4% | -49.7% |
| YTD | -37.7% | +77.1% | -114.8% | -47.8% |
| 1Y | -49.3% | +110.3% | -159.5% | -59.5% |
| 3Y | +10.6% | +108.5% | -97.9% | -16.8% |
| 5Y | +35.5% | -7.9% | +43.4% | +28.5% |
| 10Y | +251.6% | +368.9% | -117.3% | +91.7% |
| All | +251.6% | +400.8% | -149.2% | +91.7% |
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