+13.8%
ORCL vs CLS
+842.1%
-828.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | +0.4% |
| 7D | +8.0% | +16.3% | -8.3% | +2.6% |
| 30D | -4.0% | -25.7% | +21.7% | +5.1% |
| 3M | -19.5% | -30.9% | +11.4% | -10.2% |
| 6M | -33.5% | -35.5% | +2.0% | -25.5% |
| YTD | -34.8% | -18.7% | -16.1% | -34.1% |
| 1Y | -41.6% | -17.9% | -23.7% | -41.7% |
| 3Y | +13.8% | +838.1% | -824.3% | -47.1% |
| All | +13.8% | +842.1% | -828.4% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling