+424.2%
ORCL vs CPAY
+1,747.8%
-1,323.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.7% |
| 7D | +3.8% | +10.4% | -6.6% | +0.3% |
| 30D | -6.6% | +16.2% | -22.7% | -11.3% |
| 3M | -11.4% | +13.7% | -25.2% | -15.4% |
| 6M | -33.3% | +35.2% | -68.5% | -40.0% |
| YTD | -33.3% | +53.5% | -86.8% | -43.1% |
| 1Y | -44.9% | +58.9% | -103.8% | -53.6% |
| 3Y | +17.6% | +99.8% | -82.2% | -10.3% |
| 5Y | +46.1% | +93.3% | -47.2% | +10.7% |
| 10Y | +277.8% | +221.5% | +56.3% | +129.9% |
| All | +424.2% | +1,747.8% | -1,323.6% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling