-50.4%
ORCL vs CNP
+7.7%
-58.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -0.9% |
| 7D | -6.5% | -3.0% | -3.5% | -8.5% |
| 30D | -16.6% | +6.8% | -23.4% | -13.0% |
| 3M | -21.6% | +3.6% | -25.2% | -20.9% |
| 6M | -39.4% | 0.0% | -39.3% | -40.6% |
| YTD | -38.7% | +9.4% | -48.1% | -38.1% |
| 1Y | -50.4% | +6.8% | -57.2% | -49.4% |
| All | -50.4% | +7.7% | -58.0% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling