+244.8%
ORCL vs CLX
+19.4%
+225.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -11.2% | +13.6% | -24.7% | -12.3% |
| 30D | -18.8% | +23.4% | -42.2% | -20.6% |
| 3M | -18.8% | -2.8% | -15.9% | -18.6% |
| 6M | -39.7% | +14.0% | -53.7% | -40.8% |
| YTD | -39.6% | +4.2% | -43.8% | -40.5% |
| 1Y | -51.7% | -1.2% | -50.6% | -52.1% |
| 3Y | +10.2% | -12.7% | +22.9% | +10.1% |
| 5Y | +30.8% | -26.5% | +57.3% | +33.9% |
| All | +244.8% | +19.4% | +225.4% | +202.7% |
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