+95.3%
AAPL vs CLX
-6.4%
+101.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +4.1% | +9.5% | -5.4% | +2.7% |
| 30D | +4.0% | +30.7% | -26.7% | -0.1% |
| 3M | +16.8% | +4.2% | +12.6% | +16.0% |
| 6M | +19.4% | +22.1% | -2.7% | +15.6% |
| YTD | +31.5% | +14.1% | +17.4% | +28.2% |
| 1Y | +31.0% | +10.3% | +20.7% | +28.4% |
| 3Y | +95.3% | -7.8% | +103.1% | +99.4% |
| All | +95.3% | -6.4% | +101.7% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling