+277.8%
ORCL vs CNP
+142.1%
+135.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.0% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -6.6% | +5.0% | -11.6% | -7.9% |
| 3M | -11.4% | +2.7% | -14.1% | -12.2% |
| 6M | -33.3% | -1.9% | -31.4% | -33.4% |
| YTD | -33.3% | +8.8% | -42.0% | -35.7% |
| 1Y | -44.9% | +5.6% | -50.6% | -46.5% |
| 3Y | +17.6% | +63.2% | -45.6% | -2.0% |
| 5Y | +46.1% | +73.8% | -27.7% | +18.4% |
| 10Y | +277.8% | +144.0% | +133.7% | +162.6% |
| All | +277.8% | +142.1% | +135.6% | +162.6% |
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