+92.3%
ORCL vs CPNG
-74.1%
+166.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | +0.5% | +11.7% | -11.2% | -1.2% |
| 30D | -15.3% | +3.8% | -19.1% | -15.8% |
| 3M | -18.2% | +1.2% | -19.4% | -18.5% |
| 6M | -38.4% | -3.3% | -35.1% | -38.5% |
| YTD | -37.7% | -30.4% | -7.3% | -35.3% |
| 1Y | -49.3% | -43.1% | -6.1% | -45.9% |
| 3Y | +10.6% | +8.2% | +2.4% | +9.2% |
| 5Y | +35.5% | -44.7% | +80.2% | +31.6% |
| All | +92.3% | -74.1% | +166.5% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling