+31.5%
ORCL vs CLBK
+57.4%
-25.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | +1.2% | +4.0% | +5.1% |
| 30D | +10.0% | +9.1% | +0.8% | +8.7% |
| 3M | -32.6% | +27.7% | -60.3% | -35.0% |
| 6M | +4.9% | +40.8% | -35.9% | -0.5% |
| YTD | -17.8% | +66.4% | -84.1% | -24.3% |
| 1Y | -28.0% | +72.4% | -100.4% | -34.5% |
| All | +31.5% | +57.4% | -25.9% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling