-51.7%
ORCL vs CNP
+7.1%
-58.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.8% |
| 7D | -11.2% | -4.2% | -7.0% | -13.5% |
| 30D | -18.8% | +5.5% | -24.4% | -16.0% |
| 3M | -18.8% | +0.6% | -19.4% | -19.8% |
| 6M | -39.7% | -2.8% | -36.9% | -41.9% |
| YTD | -39.6% | +7.9% | -47.5% | -39.4% |
| 1Y | -51.7% | +6.7% | -58.4% | -51.2% |
| All | -51.7% | +7.1% | -58.8% | -51.2% |
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