-49.5%
ORCL vs CNC
+122.0%
-171.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.6% | -14.6% | -2.1% |
| 7D | -14.4% | +13.4% | -27.8% | -14.5% |
| 30D | -12.8% | +18.2% | -31.1% | -13.0% |
| 3M | -14.8% | +18.6% | -33.4% | -15.0% |
| 6M | -30.9% | +41.9% | -72.8% | -30.2% |
| YTD | -35.7% | +84.7% | -120.4% | -32.4% |
| 1Y | -49.5% | +110.5% | -160.0% | -45.0% |
| All | -49.5% | +122.0% | -171.5% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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