-43.3%
ORCL vs CRS
-7.1%
-36.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | +10.4% | +7.4% | +3.0% | +9.1% |
| 30D | -11.2% | -21.2% | +10.0% | -8.0% |
| 3M | -16.8% | -43.3% | +26.5% | -9.3% |
| 6M | -31.5% | -29.4% | -2.1% | -27.4% |
| YTD | -33.9% | -4.7% | -29.2% | -30.7% |
| 1Y | -43.3% | -9.6% | -33.7% | -40.8% |
| All | -43.3% | -7.1% | -36.1% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling