+29.8%
ORCL vs CP
+27.2%
+2.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.7% |
| 7D | -17.5% | +6.1% | -23.6% | -19.2% |
| 30D | -20.2% | +9.8% | -29.9% | -22.9% |
| 3M | -19.9% | +2.7% | -22.7% | -20.8% |
| 6M | -37.4% | +12.8% | -50.2% | -40.4% |
| YTD | -40.1% | +28.2% | -68.3% | -46.2% |
| 1Y | -53.4% | +34.1% | -87.5% | -58.9% |
| 3Y | +10.4% | +28.9% | -18.5% | -3.4% |
| 5Y | +29.8% | +27.1% | +2.7% | +9.8% |
| All | +29.8% | +27.2% | +2.6% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling