+91.4%
ORCL vs CLX
-34.6%
+126.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.0% |
| 7D | +5.3% | -9.2% | +14.5% | +5.0% |
| 30D | +10.0% | -11.0% | +21.0% | +9.6% |
| 3M | -32.6% | +5.0% | -37.6% | -32.4% |
| 6M | +4.9% | -18.8% | +23.8% | +5.6% |
| YTD | -17.8% | -4.4% | -13.3% | -18.0% |
| 1Y | -28.0% | -21.9% | -6.1% | -27.1% |
| 3Y | +36.0% | -32.8% | +68.8% | +40.2% |
| All | +91.4% | -34.6% | +126.1% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling