-33.3%
ORCL vs CNI
+16.1%
-49.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.9% |
| 7D | +3.8% | -1.1% | +4.9% | +3.2% |
| 30D | -6.6% | +7.6% | -14.2% | -4.8% |
| 3M | -11.4% | +1.6% | -13.0% | -11.3% |
| 6M | -33.3% | +16.6% | -49.9% | -30.8% |
| All | -33.3% | +16.1% | -49.4% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling