+30.6%
ORCL vs CPB
-31.3%
+61.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.7% |
| 7D | -11.2% | +8.0% | -19.1% | -10.5% |
| 30D | -18.8% | +22.4% | -41.2% | -17.4% |
| 3M | -18.8% | +2.5% | -21.3% | -18.3% |
| 6M | -39.7% | +12.2% | -52.0% | -39.1% |
| YTD | -39.6% | -12.8% | -26.8% | -39.2% |
| 1Y | -51.7% | -19.2% | -32.6% | -51.4% |
| 3Y | +10.2% | -35.6% | +45.8% | +9.6% |
| All | +30.6% | -31.3% | +61.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling