+8.1%
ORCL vs CNP
+65.1%
-57.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.4% |
| 7D | -6.5% | -3.0% | -3.5% | -6.9% |
| 30D | -16.6% | +6.8% | -23.4% | -16.0% |
| 3M | -21.6% | +3.6% | -25.2% | -21.5% |
| 6M | -39.4% | 0.0% | -39.3% | -39.8% |
| YTD | -38.7% | +9.4% | -48.1% | -39.7% |
| 1Y | -50.4% | +6.8% | -57.2% | -51.1% |
| 3Y | +8.1% | +64.2% | -56.1% | +1.2% |
| All | +8.1% | +65.1% | -57.0% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling