+403.1%
ORCL vs CRL
+1,379.5%
-976.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.5% |
| 7D | +5.3% | -1.0% | +6.3% | +5.6% |
| 30D | +10.0% | +10.7% | -0.7% | +7.1% |
| 3M | -32.6% | +55.3% | -87.9% | -40.5% |
| 6M | +4.9% | +60.7% | -55.7% | -8.7% |
| YTD | -17.8% | +44.6% | -62.4% | -26.7% |
| 1Y | -28.0% | +77.7% | -105.7% | -39.7% |
| 3Y | +36.0% | +37.6% | -1.6% | +16.4% |
| 5Y | +88.7% | -35.8% | +124.5% | +92.4% |
| 10Y | +346.9% | +241.7% | +105.2% | +178.6% |
| All | +403.1% | +1,379.5% | -976.4% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling