-31.1%
ORCL vs CLBK
+70.4%
-101.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.2% |
| 7D | +15.0% | +1.1% | +13.9% | +15.2% |
| 30D | +10.5% | +7.8% | +2.8% | +12.4% |
| 3M | -23.0% | +23.9% | -46.9% | -19.2% |
| 6M | +7.0% | +42.3% | -35.3% | +16.1% |
| YTD | -15.8% | +65.4% | -81.2% | -3.0% |
| 1Y | -31.1% | +70.3% | -101.4% | -18.4% |
| All | -31.1% | +70.4% | -101.5% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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