+33,471.1%
ORCL vs CNP
+1,826.3%
+31,644.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.3% | +1.1% | +4.2% | +5.1% |
| 30D | +10.0% | -1.8% | +11.8% | +10.3% |
| 3M | -32.6% | -4.6% | -27.9% | -32.2% |
| 6M | +4.9% | -8.8% | +13.8% | +6.1% |
| YTD | -17.8% | +5.2% | -23.0% | -19.1% |
| 1Y | -28.0% | +8.3% | -36.3% | -29.7% |
| 3Y | +36.0% | +54.9% | -18.9% | +23.3% |
| 5Y | +88.7% | +73.5% | +15.2% | +66.9% |
| 10Y | +346.9% | +139.1% | +207.8% | +262.4% |
| All | +33,471.1% | +1,826.3% | +31,644.8% | +13,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling