+148.0%
ADBE vs CLX
-2.6%
+150.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -12.9% | -5.9% | -7.1% | -11.9% |
| 30D | -5.6% | -17.0% | +11.4% | -2.3% |
| 3M | +6.6% | -9.6% | +16.2% | +8.7% |
| 6M | -9.6% | -21.5% | +12.0% | -5.6% |
| YTD | -28.9% | -8.8% | -20.1% | -28.5% |
| 1Y | -28.9% | -24.7% | -4.3% | -25.6% |
| 3Y | -55.6% | -35.6% | -20.0% | -52.3% |
| 5Y | -62.2% | -37.6% | -24.6% | -60.1% |
| All | +148.0% | -2.6% | +150.6% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling