+8,383.2%
ORCL vs CPRT
+22,996.9%
-14,613.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.8% |
| 7D | -17.5% | +9.9% | -27.4% | -19.8% |
| 30D | -20.2% | +21.1% | -41.3% | -24.5% |
| 3M | -19.9% | +12.3% | -32.3% | -23.1% |
| 6M | -37.4% | -2.0% | -35.4% | -38.1% |
| YTD | -40.1% | -17.0% | -23.1% | -38.2% |
| 1Y | -53.4% | -22.5% | -30.8% | -51.0% |
| 3Y | +10.4% | -29.3% | +39.7% | +18.2% |
| 5Y | +29.8% | -15.6% | +45.4% | +32.0% |
| 10Y | +249.2% | +411.6% | -162.4% | +122.9% |
| All | +8,383.2% | +22,996.9% | -14,613.7% | +2,236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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