+13.8%
ORCL vs CLBK
+54.0%
-40.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | +8.0% | +0.9% | +7.1% | +7.9% |
| 30D | -4.0% | +3.4% | -7.4% | -4.4% |
| 3M | -19.5% | -4.3% | -15.2% | -19.0% |
| 6M | -33.5% | +28.4% | -61.8% | -35.7% |
| YTD | -34.8% | +59.4% | -94.2% | -39.3% |
| 1Y | -41.6% | +64.8% | -106.4% | -46.0% |
| 3Y | +13.8% | +50.6% | -36.8% | +3.2% |
| All | +13.8% | +54.0% | -40.2% | +3.2% |
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