For the Cumberland sauce, squeeze well-washed orange and cut the peel into fine strips with a zester or finely noodle with a knife. Strain the juice. Reduce red wine in a saucepan together with orange zest to 2-3 tablespoons. Mix with remaining ingredients and season well.
Pour the Cumberland sauce into a hot rinsed preserving jar and leave to marinate in the refrigerator, preferably for 1 week, so that the aroma can develop well.