+33,471.1%
ORCL vs CPB
+325.7%
+33,145.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.0% |
| 7D | +5.3% | -8.6% | +13.9% | +7.5% |
| 30D | +10.0% | -7.2% | +17.2% | +11.8% |
| 3M | -32.6% | +0.9% | -33.5% | -33.5% |
| 6M | +4.9% | -11.8% | +16.7% | +6.9% |
| YTD | -17.8% | -19.4% | +1.7% | -14.4% |
| 1Y | -28.0% | -30.4% | +2.4% | -22.4% |
| 3Y | +36.0% | -40.2% | +76.2% | +48.9% |
| 5Y | +88.7% | -39.5% | +128.2% | +103.0% |
| 10Y | +346.9% | -47.4% | +394.3% | +380.9% |
| All | +33,471.1% | +325.7% | +33,145.4% | +12,556.3% |
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