+30.6%
ORCL vs CLBK
+24.6%
+6.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -11.2% | +0.6% | -11.8% | -11.2% |
| 30D | -18.8% | +2.9% | -21.7% | -19.2% |
| 3M | -18.8% | +3.0% | -21.7% | -19.1% |
| 6M | -39.7% | +27.3% | -67.0% | -41.6% |
| YTD | -39.6% | +58.0% | -97.6% | -43.4% |
| 1Y | -51.7% | +62.4% | -114.1% | -55.0% |
| 3Y | +10.2% | +46.9% | -36.7% | +2.7% |
| All | +30.6% | +24.6% | +6.0% | +20.4% |
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 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