+124.8%
AAPL vs CLX
-37.2%
+162.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | -0.5% | -5.9% | +5.4% | +0.6% |
| 30D | +7.1% | -17.0% | +24.1% | +10.8% |
| 3M | +12.1% | -9.6% | +21.7% | +14.0% |
| 6M | +25.4% | -21.5% | +46.9% | +30.9% |
| YTD | +20.5% | -8.8% | +29.3% | +21.6% |
| 1Y | +44.5% | -24.7% | +69.2% | +51.7% |
| 3Y | +85.8% | -35.6% | +121.4% | +100.0% |
| 5Y | +124.8% | -37.6% | +162.4% | +130.8% |
| All | +124.8% | -37.2% | +162.0% | +130.8% |
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