+266.5%
ORCL vs CLSK
-80.9%
+347.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | +8.0% | +8.0% | 0.0% | +7.8% |
| 30D | -4.0% | -27.9% | +23.9% | -3.4% |
| 3M | -19.5% | -42.3% | +22.8% | -18.7% |
| 6M | -33.5% | -50.0% | +16.5% | -32.7% |
| YTD | -34.8% | -34.3% | -0.5% | -34.5% |
| 1Y | -41.6% | -44.5% | +2.9% | -41.2% |
| 3Y | +13.8% | +74.5% | -60.8% | +12.7% |
| 5Y | +43.4% | -69.0% | +112.3% | +42.1% |
| All | +266.5% | -80.9% | +347.5% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling