+246.0%
ORCL vs CLF
+82.3%
+163.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.2% |
| 7D | -6.5% | -9.1% | +2.5% | -5.4% |
| 30D | -16.6% | -0.9% | -15.6% | -16.7% |
| 3M | -21.6% | +3.0% | -24.6% | -22.3% |
| 6M | -39.4% | +16.7% | -56.1% | -41.3% |
| YTD | -38.7% | -3.2% | -35.5% | -39.9% |
| 1Y | -50.4% | +24.6% | -75.0% | -53.2% |
| 3Y | +8.1% | -22.3% | +30.4% | +3.6% |
| 5Y | +34.5% | -41.2% | +75.7% | +29.9% |
| 10Y | +246.0% | +83.5% | +162.5% | +158.4% |
| All | +246.0% | +82.3% | +163.7% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling