-49.5%
ORCL vs CPB
-18.4%
-31.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.9% | -0.2% |
| 7D | -14.4% | +13.0% | -27.4% | -11.1% |
| 30D | -12.8% | +20.5% | -33.4% | -7.8% |
| 3M | -14.8% | +2.2% | -17.0% | -13.5% |
| 6M | -30.9% | +15.4% | -46.3% | -27.5% |
| YTD | -35.7% | -12.3% | -23.3% | -36.5% |
| 1Y | -49.5% | -18.0% | -31.5% | -51.3% |
| All | -49.5% | -18.4% | -31.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling