-31.9%
ORCL vs CPNG
-52.2%
+20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +3.0% |
| 7D | +15.0% | -6.3% | +21.3% | +16.5% |
| 30D | +10.5% | -8.7% | +19.3% | +12.5% |
| 3M | -23.0% | -2.4% | -20.6% | -23.3% |
| 6M | +7.0% | -22.3% | +29.3% | +12.0% |
| YTD | -15.8% | -37.2% | +21.4% | -8.4% |
| All | -31.9% | -52.2% | +20.3% | -26.3% |
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