-44.9%
ORCL vs CLS
-28.7%
-16.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.5% | +0.3% | +6.0% |
| 7D | +3.8% | +2.8% | +1.0% | +2.7% |
| 30D | -6.6% | -30.1% | +23.5% | +4.0% |
| 3M | -11.4% | -21.7% | +10.3% | -5.0% |
| 6M | -33.3% | -36.2% | +2.9% | -25.6% |
| YTD | -33.3% | -17.8% | -15.4% | -31.0% |
| 1Y | -44.9% | -26.8% | -18.1% | -42.1% |
| All | -44.9% | -28.7% | -16.3% | -42.1% |
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