+24,338.5%
ORCL vs CPB
+366.5%
+23,972.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.1% |
| 7D | -17.5% | +11.6% | -29.1% | -20.0% |
| 30D | -20.2% | +23.3% | -43.5% | -24.8% |
| 3M | -19.9% | +1.6% | -21.6% | -21.0% |
| 6M | -37.4% | +13.9% | -51.4% | -40.5% |
| YTD | -40.1% | -11.7% | -28.4% | -39.5% |
| 1Y | -53.4% | -18.2% | -35.2% | -52.0% |
| 3Y | +10.4% | -35.2% | +45.6% | +18.0% |
| 5Y | +29.8% | -30.5% | +60.3% | +33.6% |
| 10Y | +249.2% | -37.1% | +286.4% | +254.5% |
| All | +24,338.5% | +366.5% | +23,972.0% | +8,845.7% |
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