+24,538.0%
ORCL vs CPB
+360.6%
+24,177.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -11.2% | +8.0% | -19.1% | -13.1% |
| 30D | -18.8% | +22.4% | -41.2% | -23.4% |
| 3M | -18.8% | +2.5% | -21.3% | -20.0% |
| 6M | -39.7% | +12.2% | -52.0% | -42.5% |
| YTD | -39.6% | -12.8% | -26.8% | -38.8% |
| 1Y | -51.7% | -19.2% | -32.6% | -50.2% |
| 3Y | +10.2% | -35.6% | +45.8% | +17.9% |
| 5Y | +30.8% | -31.4% | +62.3% | +35.2% |
| 10Y | +252.1% | -37.9% | +290.0% | +258.6% |
| All | +24,538.0% | +360.6% | +24,177.4% | +8,947.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling