+345.5%
ORCL vs CLSK
-63.3%
+408.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -5.3% |
| 7D | -0.7% | +1.7% | -2.5% | -0.7% |
| 30D | +5.1% | +11.1% | -6.0% | +4.9% |
| 3M | -23.7% | -14.1% | -9.7% | -23.6% |
| 6M | +3.1% | +32.9% | -29.8% | +2.5% |
| YTD | -20.8% | +26.5% | -47.3% | -21.2% |
| 1Y | -52.9% | +27.6% | -80.5% | -53.2% |
| 3Y | +25.4% | +190.9% | -165.5% | +22.9% |
| 5Y | +82.4% | -0.4% | +82.8% | +78.5% |
| All | +345.5% | -63.3% | +408.9% | +342.5% |
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