+34.5%
ORCL vs CPB
-33.2%
+67.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.6% |
| 7D | -6.5% | +2.9% | -9.4% | -6.2% |
| 30D | -16.6% | +17.6% | -34.2% | -15.4% |
| 3M | -21.6% | +2.0% | -23.6% | -21.2% |
| 6M | -39.4% | +11.6% | -51.0% | -38.8% |
| YTD | -38.7% | -13.8% | -24.9% | -38.3% |
| 1Y | -50.4% | -21.6% | -28.8% | -50.1% |
| 3Y | +8.1% | -35.8% | +43.9% | +7.2% |
| 5Y | +34.5% | -33.3% | +67.8% | +24.5% |
| All | +34.5% | -33.2% | +67.7% | +24.5% |
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 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