-49.5%
ORCL vs CL
+33.4%
-82.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | +0.4% |
| 7D | -14.4% | +7.7% | -22.1% | -9.5% |
| 30D | -12.8% | +15.2% | -28.1% | -3.3% |
| 3M | -14.8% | +7.3% | -22.1% | -9.7% |
| 6M | -30.9% | +17.0% | -47.9% | -21.7% |
| YTD | -35.7% | +28.0% | -63.6% | -24.5% |
| 1Y | -49.5% | +32.1% | -81.6% | -38.7% |
| All | -49.5% | +33.4% | -82.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling