+346.9%
ORCL vs CLF
+128.0%
+218.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.8% |
| 7D | +5.3% | +7.6% | -2.3% | +4.2% |
| 30D | +10.0% | -1.2% | +11.2% | +10.1% |
| 3M | -32.6% | -13.4% | -19.2% | -31.7% |
| 6M | +4.9% | +15.4% | -10.5% | +1.9% |
| YTD | -17.8% | -5.9% | -11.9% | -18.8% |
| 1Y | -28.0% | +18.8% | -46.8% | -31.9% |
| 3Y | +36.0% | -19.4% | +55.4% | +30.1% |
| 5Y | +88.7% | -47.7% | +136.4% | +85.1% |
| All | +346.9% | +128.0% | +218.9% | +224.1% |
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