+158.6%
ORCL vs CPNG
-76.8%
+235.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +10.9% | -7.6% | +18.5% | +12.1% |
| 30D | +7.0% | -8.8% | +15.8% | +8.3% |
| 3M | -21.2% | -7.2% | -14.0% | -20.7% |
| 6M | +7.4% | -21.5% | +28.9% | +10.2% |
| YTD | -16.3% | -37.4% | +21.2% | -11.6% |
| 1Y | -32.3% | -54.3% | +22.0% | -25.7% |
| 3Y | +32.6% | -20.3% | +52.9% | +35.2% |
| 5Y | +93.1% | -51.2% | +144.3% | +90.4% |
| All | +158.6% | -76.8% | +235.3% | +158.2% |
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