+33,471.1%
ORCL vs CLX
+2,386.6%
+31,084.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +5.3% | -9.2% | +14.5% | +7.9% |
| 30D | +10.0% | -11.0% | +21.0% | +13.3% |
| 3M | -32.6% | +5.0% | -37.6% | -33.8% |
| 6M | +4.9% | -18.8% | +23.8% | +9.3% |
| YTD | -17.8% | -4.4% | -13.3% | -18.4% |
| 1Y | -28.0% | -21.9% | -6.1% | -24.9% |
| 3Y | +36.0% | -32.8% | +68.8% | +45.9% |
| 5Y | +88.7% | -34.6% | +123.3% | +99.5% |
| 10Y | +346.9% | -4.7% | +351.6% | +303.9% |
| All | +33,471.1% | +2,386.6% | +31,084.5% | +8,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling