+270.3%
ORCL vs CNI
+140.9%
+129.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +8.0% | +2.5% | +5.5% | +6.8% |
| 30D | -4.0% | +6.1% | -10.1% | -6.7% |
| 3M | -19.5% | +0.1% | -19.6% | -19.7% |
| 6M | -33.5% | +14.9% | -48.4% | -38.2% |
| YTD | -34.8% | +30.9% | -65.7% | -43.8% |
| 1Y | -41.6% | +33.9% | -75.5% | -50.3% |
| 3Y | +13.8% | +20.2% | -6.4% | +0.3% |
| 5Y | +43.4% | +8.2% | +35.2% | +32.2% |
| All | +270.3% | +140.9% | +129.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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