+545.9%
ORCL vs CPAY
+1,565.5%
-1,019.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +5.3% | +2.1% | +3.2% | +4.6% |
| 30D | +10.0% | +5.5% | +4.4% | +8.0% |
| 3M | -32.6% | +16.6% | -49.2% | -36.1% |
| 6M | +4.9% | +26.7% | -21.7% | -3.5% |
| YTD | -17.8% | +38.4% | -56.1% | -27.1% |
| 1Y | -28.0% | +30.1% | -58.1% | -35.5% |
| 3Y | +36.0% | +52.6% | -16.6% | +13.9% |
| 5Y | +88.7% | +59.0% | +29.8% | +52.7% |
| 10Y | +346.9% | +148.4% | +198.5% | +195.9% |
| All | +545.9% | +1,565.5% | -1,019.6% | +111.1% |
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 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