+251.6%
ORCL vs CPB
-39.9%
+291.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +3.3% |
| 7D | +0.5% | +3.3% | -2.8% | +0.2% |
| 30D | -15.3% | +19.0% | -34.3% | -16.6% |
| 3M | -18.2% | +0.4% | -18.7% | -18.4% |
| 6M | -38.4% | +13.0% | -51.4% | -39.5% |
| YTD | -37.7% | -12.7% | -25.0% | -37.0% |
| 1Y | -49.3% | -20.9% | -28.4% | -48.0% |
| 3Y | +10.6% | -35.4% | +46.0% | +14.6% |
| 5Y | +35.5% | -32.3% | +67.8% | +37.5% |
| 10Y | +251.6% | -40.5% | +292.1% | +251.5% |
| All | +251.6% | -39.9% | +291.5% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling