+24,338.5%
ORCL vs CLF
+633.9%
+23,704.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -12.2% | +5.3% | -5.1% |
| 7D | -17.5% | -21.0% | +3.5% | -14.7% |
| 30D | -20.2% | -8.0% | -12.2% | -19.4% |
| 3M | -19.9% | -10.9% | -9.0% | -19.0% |
| 6M | -37.4% | +5.8% | -43.2% | -38.8% |
| YTD | -40.1% | -15.1% | -25.0% | -40.3% |
| 1Y | -53.4% | +7.2% | -60.6% | -55.2% |
| 3Y | +10.4% | -34.2% | +44.6% | +8.6% |
| 5Y | +29.8% | -49.6% | +79.4% | +28.3% |
| 10Y | +249.2% | +109.9% | +139.3% | +142.9% |
| All | +24,338.5% | +633.9% | +23,704.6% | +7,612.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling