+275.4%
ORCL vs CLF
+80.0%
+195.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +10.4% | +16.0% | -5.6% | +8.2% |
| 30D | -11.2% | +1.6% | -12.9% | -11.7% |
| 3M | -16.8% | +6.7% | -23.5% | -17.9% |
| 6M | -31.5% | +21.1% | -52.6% | -34.0% |
| YTD | -33.9% | -1.6% | -32.3% | -35.4% |
| 1Y | -43.3% | +18.5% | -61.7% | -46.1% |
| 3Y | +16.5% | -21.0% | +37.5% | +11.4% |
| 5Y | +45.4% | -41.4% | +86.8% | +40.4% |
| All | +275.4% | +80.0% | +195.5% | +179.7% |
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 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