+42.7%
ORCL vs CLBK
+27.8%
+14.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.1% |
| 6M | -33.5% | +28.4% | -61.8% | -35.6% |
| YTD | -34.8% | +59.4% | -94.2% | -38.9% |
| 1Y | -41.6% | +64.8% | -106.4% | -45.6% |
| 3Y | +13.8% | +50.6% | -36.8% | +5.7% |
| All | +42.7% | +27.8% | +14.9% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling