+94.3%
ORCL vs CNC
+1.4%
+92.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.0% | +2.4% |
| 7D | +15.0% | -1.0% | +16.0% | +15.0% |
| 30D | +10.5% | -1.8% | +12.4% | +10.6% |
| 3M | -23.0% | -0.7% | -22.3% | -23.0% |
| 6M | +7.0% | +47.9% | -41.0% | +6.5% |
| YTD | -15.8% | +56.9% | -72.8% | -16.3% |
| 1Y | -31.1% | +123.9% | -155.0% | -32.2% |
| 3Y | +33.3% | -1.3% | +34.5% | +33.5% |
| 5Y | +94.3% | +2.8% | +91.6% | +99.4% |
| All | +94.3% | +1.4% | +92.9% | +99.4% |
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