+30.6%
ORCL vs CRL
-10.4%
+40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -1.1% |
| 7D | -11.2% | -6.1% | -5.1% | -9.8% |
| 30D | -18.8% | +12.4% | -31.2% | -20.9% |
| 3M | -18.8% | +27.1% | -45.9% | -23.2% |
| 6M | -39.7% | +85.7% | -125.5% | -48.3% |
| YTD | -39.6% | +69.2% | -108.8% | -47.4% |
| 1Y | -51.7% | +97.5% | -149.3% | -59.5% |
| 3Y | +10.2% | +86.1% | -75.9% | -10.9% |
| All | +30.6% | -10.4% | +40.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling