+368.8%
ORCL vs CNC
+90.3%
+278.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +10.9% | -4.9% | +15.8% | +11.6% |
| 30D | +7.0% | -3.8% | +10.8% | +7.5% |
| 3M | -21.2% | -3.2% | -17.9% | -21.0% |
| 6M | +7.4% | +47.9% | -40.5% | +1.2% |
| YTD | -16.3% | +55.7% | -71.9% | -21.9% |
| 1Y | -32.3% | +106.2% | -138.6% | -40.0% |
| 3Y | +32.6% | -2.1% | +34.6% | +27.1% |
| 5Y | +93.1% | +3.4% | +89.7% | +79.4% |
| 10Y | +368.8% | +91.7% | +277.1% | +292.6% |
| All | +368.8% | +90.3% | +278.5% | +292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling