+251.6%
ORCL vs CL
+76.2%
+175.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +2.9% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -15.3% | +11.6% | -26.9% | -17.8% |
| 3M | -18.2% | +5.6% | -23.8% | -19.5% |
| 6M | -38.4% | +13.2% | -51.6% | -40.9% |
| YTD | -37.7% | +26.9% | -64.6% | -43.1% |
| 1Y | -49.3% | +27.3% | -76.6% | -53.8% |
| 3Y | +10.6% | +39.7% | -29.1% | -8.4% |
| 5Y | +35.5% | +41.3% | -5.8% | +10.2% |
| 10Y | +251.6% | +76.3% | +175.3% | +150.8% |
| All | +251.6% | +76.2% | +175.4% | +150.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling