+101.3%
ORCL vs CPNG
-76.1%
+177.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +8.0% | -6.8% | +14.7% | +9.0% |
| 30D | -4.0% | +5.5% | -9.5% | -4.9% |
| 3M | -19.5% | -6.8% | -12.7% | -18.8% |
| 6M | -33.5% | -4.8% | -28.6% | -33.4% |
| YTD | -34.8% | -35.6% | +0.8% | -31.5% |
| 1Y | -41.6% | -46.8% | +5.1% | -37.2% |
| 3Y | +13.8% | -0.8% | +14.5% | +13.6% |
| 5Y | +43.4% | -42.9% | +86.2% | +40.6% |
| All | +101.3% | -76.1% | +177.3% | +99.9% |
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 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