+154.0%
ORCL vs CPNG
-75.9%
+229.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.3% |
| 7D | +5.3% | -7.4% | +12.7% | +6.4% |
| 30D | +10.0% | -4.4% | +14.4% | +10.6% |
| 3M | -32.6% | -7.5% | -25.1% | -32.1% |
| 6M | +4.9% | -19.9% | +24.9% | +7.4% |
| YTD | -17.8% | -35.2% | +17.4% | -13.5% |
| 1Y | -28.0% | -46.8% | +18.8% | -22.5% |
| 3Y | +36.0% | -20.2% | +56.2% | +38.5% |
| 5Y | +88.7% | -48.4% | +137.2% | +85.2% |
| All | +154.0% | -75.9% | +229.9% | +152.4% |
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