+79.6%
AMZN vs CLX
-33.7%
+113.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.8% | -3.5% | +4.4% | +1.0% |
| 30D | -6.4% | -11.9% | +5.5% | -5.7% |
| 3M | +4.8% | -2.6% | +7.4% | +5.0% |
| 6M | +20.5% | -18.2% | +38.7% | +21.2% |
| YTD | +11.3% | -5.9% | +17.2% | +11.2% |
| 1Y | +9.0% | -23.8% | +32.8% | +9.7% |
| All | +79.6% | -33.7% | +113.2% | +95.6% |
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 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