+78.2%
AAPL vs CLX
-35.1%
+113.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -3.0% | -4.9% | +2.0% | -2.2% |
| 30D | +2.3% | -15.8% | +18.1% | +4.9% |
| 3M | +8.6% | -7.9% | +16.6% | +9.8% |
| 6M | +21.6% | -19.0% | +40.6% | +25.4% |
| YTD | +16.3% | -7.9% | +24.2% | +17.1% |
| 1Y | +35.1% | -25.4% | +60.4% | +41.1% |
| All | +78.2% | -35.1% | +113.3% | +87.2% |
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