-49.5%
ORCL vs CPNG
-45.7%
-3.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.0% | -13.9% | -4.6% |
| 7D | -14.4% | +20.8% | -35.2% | -18.3% |
| 30D | -12.8% | +20.1% | -32.9% | -16.6% |
| 3M | -14.8% | +1.6% | -16.4% | -15.5% |
| 6M | -30.9% | -15.8% | -15.0% | -28.1% |
| YTD | -35.7% | -27.7% | -7.9% | -31.5% |
| 1Y | -49.5% | -46.9% | -2.5% | -43.9% |
| All | -49.5% | -45.7% | -3.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling