+4,784.9%
ORCL vs CLS
+3,265.4%
+1,519.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +5.3% | +4.6% | +0.7% | +3.7% |
| 30D | +10.0% | -13.9% | +23.9% | +14.2% |
| 3M | -32.6% | -26.6% | -6.0% | -27.3% |
| 6M | +4.9% | +15.4% | -10.5% | -2.8% |
| YTD | -17.8% | +5.7% | -23.4% | -22.9% |
| 1Y | -28.0% | +41.1% | -69.1% | -38.9% |
| 3Y | +36.0% | +1,228.6% | -1,192.6% | -45.1% |
| 5Y | +88.7% | +3,240.6% | -3,151.9% | -44.5% |
| 10Y | +346.9% | +2,760.3% | -2,413.4% | +21.9% |
| All | +4,784.9% | +3,265.4% | +1,519.5% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling