+346.9%
ORCL vs CLS
+2,757.7%
-2,410.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +5.3% | +4.6% | +0.7% | +3.9% |
| 30D | +10.0% | -13.9% | +23.9% | +13.6% |
| 3M | -32.6% | -26.6% | -6.0% | -28.0% |
| 6M | +4.9% | +15.4% | -10.5% | -1.3% |
| YTD | -17.8% | +5.7% | -23.4% | -21.9% |
| 1Y | -28.0% | +41.1% | -69.1% | -37.1% |
| 3Y | +36.0% | +1,228.6% | -1,192.6% | -31.2% |
| 5Y | +88.7% | +3,240.6% | -3,151.9% | -22.9% |
| All | +346.9% | +2,757.7% | -2,410.8% | +65.7% |
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