+35.5%
ORCL vs CNC
-7.3%
+42.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.2% |
| 7D | +0.5% | +3.0% | -2.5% | +0.4% |
| 30D | -15.3% | +4.9% | -20.1% | -15.4% |
| 3M | -18.2% | +4.2% | -22.4% | -18.3% |
| 6M | -38.4% | +22.5% | -60.9% | -38.6% |
| YTD | -37.7% | +66.6% | -104.3% | -38.2% |
| 1Y | -49.3% | +82.5% | -131.7% | -49.7% |
| 3Y | +10.6% | -4.1% | +14.7% | +13.1% |
| 5Y | +35.5% | -8.3% | +43.8% | +30.8% |
| All | +35.5% | -7.3% | +42.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling