+93.1%
ORCL vs CNI
+10.3%
+82.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +10.9% | +0.9% | +10.0% | +10.6% |
| 30D | +7.0% | -2.1% | +9.1% | +8.0% |
| 3M | -21.2% | +1.8% | -23.0% | -22.0% |
| 6M | +7.4% | +14.8% | -7.4% | +0.5% |
| YTD | -16.3% | +25.4% | -41.7% | -25.0% |
| 1Y | -32.3% | +32.9% | -65.2% | -41.3% |
| 3Y | +32.6% | +20.2% | +12.4% | +17.9% |
| 5Y | +93.1% | +12.2% | +80.9% | +79.0% |
| All | +93.1% | +10.3% | +82.8% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling