-49.5%
ORCL vs CLS
-28.7%
-20.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.1% | +7.1% | +0.9% |
| 7D | -14.4% | -21.1% | +6.7% | -7.7% |
| 30D | -12.8% | -38.2% | +25.4% | +0.7% |
| 3M | -14.8% | -36.3% | +21.5% | -3.3% |
| 6M | -30.9% | -43.8% | +12.9% | -20.5% |
| YTD | -35.7% | -20.0% | -15.6% | -32.9% |
| 1Y | -49.5% | -29.6% | -19.9% | -46.3% |
| All | -49.5% | -28.7% | -20.8% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling