+1,263.2%
ORCL vs CNC
+5,537.6%
-4,274.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | +3.5% | +1.7% | +4.7% |
| 30D | +10.0% | +0.1% | +9.9% | +9.9% |
| 3M | -32.6% | +6.9% | -39.5% | -33.4% |
| 6M | +4.9% | +49.0% | -44.1% | -2.7% |
| YTD | -17.8% | +62.9% | -80.7% | -25.0% |
| 1Y | -28.0% | +134.0% | -162.0% | -38.9% |
| 3Y | +36.0% | +9.4% | +26.6% | +25.5% |
| 5Y | +88.7% | +4.1% | +84.6% | +73.7% |
| 10Y | +346.9% | +95.4% | +251.5% | +252.4% |
| All | +1,263.2% | +5,537.6% | -4,274.4% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling