+10.2%
ORCL vs CRL
+86.4%
-76.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -0.9% |
| 7D | -11.2% | -6.1% | -5.1% | -9.9% |
| 30D | -18.8% | +12.4% | -31.2% | -20.6% |
| 3M | -18.8% | +27.1% | -45.9% | -22.6% |
| 6M | -39.7% | +85.7% | -125.5% | -47.4% |
| YTD | -39.6% | +69.2% | -108.8% | -46.6% |
| 1Y | -51.7% | +97.5% | -149.3% | -58.6% |
| 3Y | +10.2% | +86.1% | -75.9% | +0.2% |
| All | +10.2% | +86.4% | -76.2% | +0.2% |
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