+86.4%
ORCL vs CPNG
-74.3%
+160.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -11.2% | +13.4% | -24.5% | -12.8% |
| 30D | -18.8% | +10.0% | -28.8% | -20.0% |
| 3M | -18.8% | -0.4% | -18.4% | -18.9% |
| 6M | -39.7% | -8.9% | -30.8% | -39.3% |
| YTD | -39.6% | -30.9% | -8.7% | -37.2% |
| 1Y | -51.7% | -43.8% | -7.9% | -48.5% |
| 3Y | +10.2% | -2.5% | +12.7% | +9.8% |
| 5Y | +30.8% | -45.6% | +76.4% | +27.2% |
| All | +86.4% | -74.3% | +160.8% | +83.4% |
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