+94.3%
ORCL vs CPAY
+56.4%
+37.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | +15.0% | +0.6% | +14.4% | +14.8% |
| 30D | +10.5% | +3.6% | +7.0% | +9.3% |
| 3M | -23.0% | +16.6% | -39.6% | -27.2% |
| 6M | +7.0% | +29.5% | -22.5% | -2.4% |
| YTD | -15.8% | +35.3% | -51.1% | -24.9% |
| 1Y | -31.1% | +30.6% | -61.7% | -38.3% |
| 3Y | +33.3% | +49.7% | -16.5% | +11.7% |
| 5Y | +94.3% | +54.4% | +39.9% | +55.1% |
| All | +94.3% | +56.4% | +37.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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