+411.8%
ORCL vs CPAY
+1,748.9%
-1,337.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.7% | -1.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.4% |
| 30D | -4.0% | +17.6% | -21.6% | -9.3% |
| 3M | -19.5% | +8.7% | -28.2% | -21.9% |
| 6M | -33.5% | +39.5% | -73.0% | -40.8% |
| YTD | -34.8% | +53.6% | -88.4% | -44.4% |
| 1Y | -41.6% | +63.3% | -104.9% | -51.3% |
| 3Y | +13.8% | +101.7% | -88.0% | -13.5% |
| 5Y | +43.4% | +91.4% | -48.0% | +9.0% |
| 10Y | +268.8% | +221.7% | +47.2% | +124.4% |
| All | +411.8% | +1,748.9% | -1,337.1% | +61.0% |
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