+244.8%
ORCL vs CLF
+104.8%
+140.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -11.2% | -19.6% | +8.4% | -8.6% |
| 30D | -18.8% | -5.0% | -13.9% | -18.5% |
| 3M | -18.8% | -6.3% | -12.5% | -18.4% |
| 6M | -39.7% | +2.8% | -42.5% | -40.6% |
| YTD | -39.6% | -13.7% | -25.9% | -39.9% |
| 1Y | -51.7% | +13.6% | -65.3% | -53.9% |
| 3Y | +10.2% | -34.0% | +44.2% | +8.0% |
| 5Y | +30.8% | -48.7% | +79.6% | +28.7% |
| All | +244.8% | +104.8% | +140.0% | +159.7% |
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