-51.7%
ORCL vs CLS
-41.5%
-10.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | -22.2% | +11.0% | -3.8% |
| 30D | -18.8% | -44.4% | +25.5% | -2.9% |
| 3M | -18.8% | -34.3% | +15.5% | -7.8% |
| 6M | -39.7% | -50.1% | +10.3% | -27.9% |
| YTD | -39.6% | -30.1% | -9.6% | -34.2% |
| 1Y | -51.7% | -39.3% | -12.4% | -46.2% |
| All | -51.7% | -41.5% | -10.3% | -46.2% |
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