+363.4%
ORCL vs CLX
-3.9%
+367.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +3.9% | +2.5% |
| 7D | +15.0% | -3.5% | +18.5% | +15.4% |
| 30D | +10.5% | -11.9% | +22.4% | +12.0% |
| 3M | -23.0% | -2.6% | -20.4% | -22.9% |
| 6M | +7.0% | -18.2% | +25.2% | +9.3% |
| YTD | -15.8% | -5.9% | -9.9% | -16.1% |
| 1Y | -31.1% | -23.8% | -7.2% | -29.0% |
| 3Y | +33.3% | -33.6% | +66.9% | +40.1% |
| 5Y | +94.3% | -35.7% | +130.0% | +102.8% |
| 10Y | +363.4% | -2.5% | +365.9% | +321.8% |
| All | +363.4% | -3.9% | +367.3% | +321.8% |
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