+2,850.7%
ORCL vs CNI
+6,804.3%
-3,953.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.5% |
| 7D | +3.8% | -1.1% | +4.9% | +4.4% |
| 30D | -6.6% | +7.6% | -14.2% | -9.9% |
| 3M | -11.4% | +1.6% | -13.0% | -12.2% |
| 6M | -33.3% | +16.6% | -49.9% | -38.4% |
| YTD | -33.3% | +31.3% | -64.5% | -42.3% |
| 1Y | -44.9% | +35.2% | -80.1% | -53.1% |
| 3Y | +17.6% | +21.5% | -3.8% | +3.7% |
| 5Y | +46.1% | +8.5% | +37.6% | +34.9% |
| 10Y | +277.8% | +142.9% | +134.9% | +130.7% |
| All | +2,850.7% | +6,804.3% | -3,953.6% | +259.0% |
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 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