+24,538.0%
ORCL vs CLX
+2,609.7%
+21,928.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.7% |
| 7D | -11.2% | +13.6% | -24.7% | -14.1% |
| 30D | -18.8% | +23.4% | -42.2% | -23.3% |
| 3M | -18.8% | -2.8% | -15.9% | -18.4% |
| 6M | -39.7% | +14.0% | -53.7% | -42.4% |
| YTD | -39.6% | +4.2% | -43.8% | -41.6% |
| 1Y | -51.7% | -1.2% | -50.6% | -52.8% |
| 3Y | +10.2% | -12.7% | +22.9% | +9.5% |
| 5Y | +30.8% | -26.5% | +57.3% | +33.7% |
| 10Y | +252.1% | +20.2% | +231.9% | +196.2% |
| All | +24,538.0% | +2,609.7% | +21,928.3% | +5,810.6% |
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 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