-49.5%
ORCL vs CLF
+12.5%
-62.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.2% | +7.2% | -1.2% |
| 7D | -14.4% | -7.9% | -6.5% | -13.9% |
| 30D | -12.8% | +5.2% | -18.1% | -13.3% |
| 3M | -14.8% | +4.3% | -19.1% | -15.3% |
| 6M | -30.9% | +25.3% | -56.1% | -30.6% |
| YTD | -35.7% | -3.3% | -32.4% | -39.8% |
| 1Y | -49.5% | +20.2% | -69.7% | -53.7% |
| All | -49.5% | +12.5% | -62.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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