+91.4%
ORCL vs CL
+28.4%
+63.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +2.9% |
| 7D | +5.3% | -2.2% | +7.4% | +5.0% |
| 30D | +10.0% | -4.8% | +14.8% | +9.4% |
| 3M | -32.6% | +4.9% | -37.5% | -32.3% |
| 6M | +4.9% | -5.7% | +10.7% | +5.0% |
| YTD | -17.8% | +14.4% | -32.1% | -17.9% |
| 1Y | -28.0% | +8.7% | -36.7% | -27.8% |
| 3Y | +36.0% | +30.0% | +6.0% | +22.7% |
| All | +91.4% | +28.4% | +63.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling