+91.4%
ORCL vs CRL
-35.5%
+127.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.4% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +10.0% | +10.7% | -0.7% | +7.5% |
| 3M | -32.6% | +55.3% | -87.9% | -39.5% |
| 6M | +4.9% | +60.7% | -55.7% | -7.1% |
| YTD | -17.8% | +44.6% | -62.4% | -25.5% |
| 1Y | -28.0% | +77.7% | -105.7% | -38.2% |
| 3Y | +36.0% | +37.6% | -1.6% | +18.9% |
| All | +91.4% | -35.5% | +127.0% | +88.9% |
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 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