-49.6%
ORCL vs CRL
+111.4%
-161.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -18.0% |
| 3M | -18.2% | +32.1% | -50.3% | -22.9% |
| 6M | -38.4% | +98.9% | -137.4% | -48.1% |
| YTD | -37.7% | +77.1% | -114.8% | -45.9% |
| All | -49.6% | +111.4% | -161.0% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling