+8,452.4%
ORCL vs CPRT
+22,620.0%
-14,167.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -11.2% | +6.0% | -17.2% | -12.8% |
| 30D | -18.8% | +20.0% | -38.9% | -23.0% |
| 3M | -18.8% | +10.1% | -28.9% | -21.6% |
| 6M | -39.7% | -4.3% | -35.4% | -40.1% |
| YTD | -39.6% | -18.4% | -21.2% | -37.5% |
| 1Y | -51.7% | -20.1% | -31.7% | -49.7% |
| 3Y | +10.2% | -30.4% | +40.6% | +18.5% |
| 5Y | +30.8% | -17.0% | +47.8% | +33.7% |
| 10Y | +252.1% | +403.2% | -151.2% | +125.7% |
| All | +8,452.4% | +22,620.0% | -14,167.6% | +2,265.2% |
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