+8.1%
ORCL vs CLS
+808.6%
-800.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -6.5% | -13.9% | +7.4% | -2.1% |
| 30D | -16.6% | -38.2% | +21.6% | -2.9% |
| 3M | -21.6% | -28.8% | +7.2% | -13.2% |
| 6M | -39.4% | -40.4% | +1.0% | -30.3% |
| YTD | -38.7% | -24.3% | -14.4% | -36.4% |
| 1Y | -50.4% | -35.0% | -15.3% | -46.5% |
| 3Y | +8.1% | +778.7% | -770.6% | -47.9% |
| All | +8.1% | +808.6% | -800.5% | -47.9% |
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