+245.0%
ORCL vs CLSK
-81.2%
+326.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.4% |
| 7D | -6.5% | -19.4% | +12.9% | -6.2% |
| 30D | -16.6% | -37.4% | +20.8% | -15.9% |
| 3M | -21.6% | -43.3% | +21.7% | -20.8% |
| 6M | -39.4% | -53.7% | +14.4% | -38.6% |
| YTD | -38.7% | -35.1% | -3.6% | -38.3% |
| 1Y | -50.4% | -56.3% | +5.9% | -49.8% |
| 3Y | +8.1% | +75.7% | -67.6% | +7.1% |
| 5Y | +34.5% | -67.7% | +102.2% | +33.3% |
| All | +245.0% | -81.2% | +326.1% | +246.7% |
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