+346.9%
ORCL vs CP
+220.9%
+126.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +5.3% | -2.7% | +7.9% | +6.5% |
| 30D | +10.0% | +0.2% | +9.8% | +10.0% |
| 3M | -32.6% | +2.6% | -35.2% | -33.5% |
| 6M | +4.9% | +6.0% | -1.0% | +1.6% |
| YTD | -17.8% | +24.9% | -42.7% | -26.1% |
| 1Y | -28.0% | +20.1% | -48.1% | -34.5% |
| 3Y | +36.0% | +16.4% | +19.6% | +23.3% |
| 5Y | +88.7% | +31.7% | +57.0% | +58.8% |
| All | +346.9% | +220.9% | +126.0% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling