+33,471.1%
ORCL vs CRS
+10,171.0%
+23,300.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.7% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +10.0% | -16.6% | +26.6% | +15.1% |
| 3M | -32.6% | -3.5% | -29.1% | -32.4% |
| 6M | +4.9% | +15.4% | -10.5% | -0.1% |
| YTD | -17.8% | +51.2% | -68.9% | -27.3% |
| 1Y | -28.0% | +98.3% | -126.3% | -41.4% |
| 3Y | +36.0% | +651.5% | -615.5% | -23.5% |
| 5Y | +88.7% | +1,411.1% | -1,322.4% | -15.4% |
| 10Y | +346.9% | +1,424.3% | -1,077.4% | +70.5% |
| All | +33,471.1% | +10,171.0% | +23,300.1% | +5,197.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling