+33,471.1%
ORCL vs CL
+4,870.0%
+28,601.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.5% | +3.6% |
| 7D | +5.3% | -2.2% | +7.4% | +6.1% |
| 30D | +10.0% | -4.8% | +14.8% | +11.9% |
| 3M | -32.6% | +4.9% | -37.5% | -34.2% |
| 6M | +4.9% | -5.7% | +10.7% | +5.9% |
| YTD | -17.8% | +14.4% | -32.1% | -23.2% |
| 1Y | -28.0% | +8.7% | -36.7% | -32.1% |
| 3Y | +36.0% | +30.0% | +6.0% | +16.8% |
| 5Y | +88.7% | +28.4% | +60.4% | +61.6% |
| 10Y | +346.9% | +50.1% | +296.8% | +255.0% |
| All | +33,471.1% | +4,870.0% | +28,601.2% | +5,218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling