+277.8%
ORCL vs CLS
+1,924.3%
-1,646.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.5% | +0.3% | +6.5% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | -6.6% | -30.1% | +23.5% | +2.6% |
| 3M | -11.4% | -21.7% | +10.3% | -5.9% |
| 6M | -33.3% | -36.2% | +2.9% | -26.3% |
| YTD | -33.3% | -17.8% | -15.4% | -32.4% |
| 1Y | -44.9% | -26.8% | -18.1% | -43.0% |
| 3Y | +17.6% | +853.4% | -835.8% | -35.4% |
| 5Y | +46.1% | +2,005.0% | -1,959.0% | -33.7% |
| 10Y | +277.8% | +1,929.4% | -1,651.6% | +46.3% |
| All | +277.8% | +1,924.3% | -1,646.6% | +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 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