+10.2%
ORCL vs CRS
+321.3%
-311.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -11.2% | -1.7% | -9.5% | -10.8% |
| 30D | -18.8% | -28.8% | +10.0% | -12.5% |
| 3M | -18.8% | -50.0% | +31.2% | -4.8% |
| 6M | -39.7% | -39.2% | -0.5% | -33.0% |
| YTD | -39.6% | -11.4% | -28.2% | -39.5% |
| 1Y | -51.7% | -11.7% | -40.1% | -51.7% |
| 3Y | +10.2% | +319.6% | -309.4% | -17.0% |
| All | +10.2% | +321.3% | -311.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling