-37.4%
ORCL vs CLS
-51.6%
+14.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.0% | +6.1% | -1.4% |
| 7D | -17.5% | -27.3% | +9.8% | -5.9% |
| 30D | -20.2% | -47.0% | +26.9% | +2.5% |
| 3M | -19.9% | -43.3% | +23.4% | -1.1% |
| 6M | -37.4% | -50.8% | +13.3% | -19.2% |
| All | -37.4% | -51.6% | +14.2% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling