-61.5%
ADBE vs CLX
-37.0%
-24.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.7% |
| 7D | -8.9% | -4.9% | -4.0% | -8.3% |
| 30D | -6.6% | -15.8% | +9.2% | -4.6% |
| 3M | +7.1% | -7.9% | +15.1% | +8.3% |
| 6M | -9.8% | -19.0% | +9.3% | -7.4% |
| YTD | -27.2% | -7.9% | -19.2% | -27.2% |
| 1Y | -28.0% | -25.4% | -2.6% | -25.5% |
| 3Y | -54.5% | -35.0% | -19.5% | -52.3% |
| 5Y | -61.5% | -36.8% | -24.7% | -62.1% |
| All | -61.5% | -37.0% | -24.5% | -62.1% |
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