+251.6%
ORCL vs CLS
+1,765.4%
-1,513.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.9% | -4.7% | +1.0% |
| 7D | +0.5% | -10.6% | +11.0% | +3.4% |
| 30D | -15.3% | -38.4% | +23.2% | -3.8% |
| 3M | -18.2% | -29.9% | +11.6% | -10.6% |
| 6M | -38.4% | -40.6% | +2.2% | -30.6% |
| YTD | -37.7% | -24.6% | -13.1% | -35.5% |
| 1Y | -49.3% | -30.8% | -18.5% | -46.7% |
| 3Y | +10.6% | +811.7% | -801.1% | -38.4% |
| 5Y | +35.5% | +1,838.4% | -1,802.9% | -37.1% |
| 10Y | +251.6% | +1,751.5% | -1,499.9% | +39.6% |
| All | +251.6% | +1,765.4% | -1,513.8% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling