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Shortest-path computation on graphs is one of the most well-studied problems in algorithmic theory. An aspect that has only recently attracted attention is the use of databases in combination with graph algorithms, so-called distance oracles, to compute shortest-path queries on large graphs. To this purpose, we propose a novel, efficient, pure-SQL framework for answering exact distance queries on large-scale graphs, implemented entirely on an open-source database engine. Our COLD framework (COmpressed Labels on the Database) may answer multiple distance queries (vertex-to-vertex, one-to-many, k-Nearest Neighbors, Reverse k-Nearest Neighbors, Reverse k-Farthest Neighbors and Top-k Range) not handled by previous methods, rendering it a complete database solution for a variety of practical large-scale graph applications. Our experimentation shows that COLD outperforms existing approaches (including popular graph databases) in terms of query time and efficiency, while requiring significantly less storage space than these methods.