+29.8%
ORCL vs CL
+43.3%
-13.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.9% | -6.9% |
| 7D | -17.5% | +5.9% | -23.4% | -16.6% |
| 30D | -20.2% | +13.8% | -33.9% | -18.5% |
| 3M | -19.9% | +6.4% | -26.4% | -18.9% |
| 6M | -37.4% | +15.6% | -53.1% | -36.0% |
| YTD | -40.1% | +27.9% | -68.0% | -39.1% |
| 1Y | -53.4% | +31.4% | -84.8% | -52.6% |
| 3Y | +10.4% | +41.4% | -31.0% | +2.6% |
| 5Y | +29.8% | +42.8% | -13.0% | +17.3% |
| All | +29.8% | +43.3% | -13.6% | +17.3% |
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