+251.6%
ORCL vs CNP
+142.6%
+109.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +0.5% | -4.3% | +4.8% | +1.7% |
| 30D | -15.3% | +5.7% | -21.0% | -16.7% |
| 3M | -18.2% | +0.9% | -19.1% | -18.5% |
| 6M | -38.4% | -1.1% | -37.4% | -38.7% |
| YTD | -37.7% | +8.3% | -46.0% | -40.0% |
| 1Y | -49.3% | +5.9% | -55.2% | -50.8% |
| 3Y | +10.6% | +64.6% | -54.0% | -8.1% |
| 5Y | +35.5% | +74.6% | -39.1% | +9.6% |
| 10Y | +251.6% | +139.8% | +111.7% | +144.5% |
| All | +251.6% | +142.6% | +109.0% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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