+251.6%
ORCL vs CLX
+26.7%
+224.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +2.6% |
| 7D | +0.5% | +17.4% | -16.9% | -1.2% |
| 30D | -15.3% | +27.8% | -43.0% | -17.5% |
| 3M | -18.2% | +3.0% | -21.2% | -18.6% |
| 6M | -38.4% | +17.5% | -56.0% | -39.7% |
| YTD | -37.7% | +10.0% | -47.7% | -39.0% |
| 1Y | -49.3% | +3.3% | -52.6% | -49.8% |
| 3Y | +10.6% | -10.1% | +20.8% | +10.5% |
| 5Y | +35.5% | -23.7% | +59.2% | +38.5% |
| 10Y | +251.6% | +24.9% | +226.7% | +207.3% |
| All | +251.6% | +26.7% | +224.9% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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