+9.3%
ORCL vs CP
+28.7%
-19.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.8% |
| 7D | -17.5% | +6.1% | -23.6% | -18.6% |
| 30D | -20.2% | +9.8% | -29.9% | -21.9% |
| 3M | -19.9% | +2.7% | -22.7% | -20.4% |
| 6M | -37.4% | +12.8% | -50.2% | -39.4% |
| YTD | -40.1% | +28.2% | -68.3% | -44.5% |
| 1Y | -53.4% | +34.1% | -87.5% | -57.5% |
| All | +9.3% | +28.7% | -19.3% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling