+275.4%
ORCL vs CRS
+814.8%
-539.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | +10.4% | +7.4% | +3.0% | +8.7% |
| 30D | -11.2% | -21.2% | +10.0% | -7.3% |
| 3M | -16.8% | -43.3% | +26.5% | -6.9% |
| 6M | -31.5% | -29.4% | -2.1% | -27.1% |
| YTD | -33.9% | -4.7% | -29.2% | -34.6% |
| 1Y | -43.3% | -9.6% | -33.7% | -43.3% |
| 3Y | +16.5% | +355.5% | -339.0% | -18.4% |
| 5Y | +45.4% | +826.6% | -781.2% | -14.6% |
| All | +275.4% | +814.8% | -539.4% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling