-32.3%
ORCL vs CNC
+119.8%
-152.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.6% |
| 7D | +10.9% | -4.9% | +15.8% | +10.9% |
| 30D | +7.0% | -3.8% | +10.8% | +7.0% |
| 3M | -21.2% | -3.2% | -17.9% | -21.2% |
| 6M | +7.4% | +47.9% | -40.5% | +10.7% |
| YTD | -16.3% | +55.7% | -71.9% | -12.5% |
| 1Y | -32.3% | +106.2% | -138.6% | -21.7% |
| All | -32.3% | +119.8% | -152.1% | -21.7% |
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