+336.5%
ORCL vs CRS
+1,409.1%
-1,072.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.9% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | +5.1% | -16.6% | +21.7% | +9.0% |
| 3M | -23.7% | -14.3% | -9.5% | -21.6% |
| 6M | +3.1% | +11.6% | -8.5% | -0.2% |
| YTD | -20.8% | +42.6% | -63.4% | -27.4% |
| 1Y | -52.9% | +81.8% | -134.7% | -59.4% |
| 3Y | +25.4% | +632.1% | -606.6% | -19.5% |
| 5Y | +82.4% | +1,401.6% | -1,319.2% | -1.5% |
| All | +336.5% | +1,409.1% | -1,072.6% | +117.7% |
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