+10.2%
ORCL vs CNP
+60.3%
-50.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.0% |
| 7D | -11.2% | -4.2% | -7.0% | -11.6% |
| 30D | -18.8% | +5.5% | -24.4% | -18.4% |
| 3M | -18.8% | +0.6% | -19.4% | -19.0% |
| 6M | -39.7% | -2.8% | -36.9% | -40.2% |
| YTD | -39.6% | +7.9% | -47.5% | -40.7% |
| 1Y | -51.7% | +6.7% | -58.4% | -52.5% |
| 3Y | +10.2% | +61.1% | -50.9% | +4.7% |
| All | +10.2% | +60.3% | -50.0% | +4.7% |
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