+251.6%
ORCL vs CRS
+967.2%
-715.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.7% | -6.5% | +1.1% |
| 7D | +0.5% | +4.9% | -4.5% | -0.5% |
| 30D | -15.3% | -20.8% | +5.5% | -11.6% |
| 3M | -18.2% | -46.4% | +28.2% | -7.5% |
| 6M | -38.4% | -28.6% | -9.9% | -34.7% |
| YTD | -37.7% | -2.8% | -34.9% | -38.7% |
| 1Y | -49.3% | -6.7% | -42.5% | -49.7% |
| 3Y | +10.6% | +368.0% | -357.4% | -22.9% |
| 5Y | +35.5% | +852.9% | -817.4% | -20.8% |
| 10Y | +251.6% | +905.1% | -653.5% | +88.8% |
| All | +251.6% | +967.2% | -715.6% | +88.8% |
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