-37.4%
ORCL vs CP
+13.0%
-50.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -7.0% |
| 7D | -17.5% | +6.1% | -23.6% | -16.9% |
| 30D | -20.2% | +9.8% | -29.9% | -20.1% |
| 3M | -19.9% | +2.7% | -22.7% | -18.9% |
| 6M | -37.4% | +12.8% | -50.2% | -34.7% |
| All | -37.4% | +13.0% | -50.4% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling