+89.4%
ORCL vs CPNG
-74.3%
+163.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -6.5% | +7.2% | -13.7% | -7.5% |
| 30D | -16.6% | +3.2% | -19.8% | -17.0% |
| 3M | -21.6% | +0.9% | -22.5% | -21.9% |
| 6M | -39.4% | -3.8% | -35.5% | -39.4% |
| YTD | -38.7% | -30.8% | -7.9% | -36.2% |
| 1Y | -50.4% | -43.5% | -6.8% | -47.0% |
| 3Y | +8.1% | +6.6% | +1.5% | +6.9% |
| 5Y | +34.5% | -45.3% | +79.8% | +30.7% |
| All | +89.4% | -74.3% | +163.7% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling