+362.6%
ORCL vs CLSK
-63.6%
+426.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.1% |
| 7D | +5.3% | +8.8% | -3.6% | +5.1% |
| 30D | +10.0% | -6.0% | +16.0% | +10.0% |
| 3M | -32.6% | -24.4% | -8.2% | -32.3% |
| 6M | +4.9% | +19.0% | -14.1% | +4.5% |
| YTD | -17.8% | +25.4% | -43.1% | -18.2% |
| 1Y | -28.0% | +39.8% | -67.7% | -28.6% |
| 3Y | +36.0% | +177.7% | -141.7% | +33.3% |
| 5Y | +88.7% | -11.0% | +99.7% | +84.7% |
| All | +362.6% | -63.6% | +426.2% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling