+8.1%
ORCL vs CRL
+102.9%
-94.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -6.5% | -1.7% | -4.8% | -6.2% |
| 30D | -16.6% | +14.6% | -31.1% | -18.8% |
| 3M | -21.6% | +24.8% | -46.4% | -25.1% |
| 6M | -39.4% | +94.7% | -134.0% | -47.7% |
| YTD | -38.7% | +73.4% | -112.0% | -46.1% |
| 1Y | -50.4% | +104.7% | -155.0% | -57.8% |
| 3Y | +8.1% | +101.1% | -93.0% | -4.5% |
| All | +8.1% | +102.9% | -94.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling