+3,535.9%
ORCL vs CNI
+6,541.6%
-3,005.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +5.3% | -2.1% | +7.4% | +6.4% |
| 30D | +10.0% | -3.3% | +13.2% | +11.8% |
| 3M | -32.6% | +3.8% | -36.4% | -34.1% |
| 6M | +4.9% | +12.7% | -7.7% | -1.8% |
| YTD | -17.8% | +26.3% | -44.0% | -27.4% |
| 1Y | -28.0% | +29.9% | -57.9% | -37.6% |
| 3Y | +36.0% | +15.9% | +20.1% | +22.8% |
| 5Y | +88.7% | +6.9% | +81.8% | +75.4% |
| 10Y | +346.9% | +126.8% | +220.1% | +182.3% |
| All | +3,535.9% | +6,541.6% | -3,005.7% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling