+30.6%
ORCL vs CLS
+1,775.5%
-1,744.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -11.2% | -22.2% | +11.0% | -4.0% |
| 30D | -18.8% | -44.4% | +25.5% | -3.0% |
| 3M | -18.8% | -34.3% | +15.5% | -8.2% |
| 6M | -39.7% | -50.1% | +10.3% | -27.4% |
| YTD | -39.6% | -30.1% | -9.6% | -35.9% |
| 1Y | -51.7% | -39.3% | -12.4% | -47.1% |
| 3Y | +10.2% | +732.7% | -722.5% | -44.1% |
| All | +30.6% | +1,775.5% | -1,744.9% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling