-44.9%
ORCL vs CRL
+101.9%
-146.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +3.8% | +5.0% | -1.3% | +2.3% |
| 30D | -6.6% | +13.5% | -20.1% | -8.8% |
| 3M | -11.4% | +21.5% | -32.9% | -15.0% |
| 6M | -33.3% | +103.4% | -136.7% | -44.4% |
| YTD | -33.3% | +71.8% | -105.0% | -41.7% |
| 1Y | -44.9% | +97.5% | -142.4% | -52.9% |
| All | -44.9% | +101.9% | -146.8% | -52.9% |
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