+44.9%
AMZN vs CLX
-37.0%
+81.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.8% |
| 30D | -9.2% | -15.8% | +6.6% | -8.6% |
| 3M | +3.4% | -7.9% | +11.3% | +3.7% |
| 6M | +18.2% | -19.0% | +37.3% | +18.9% |
| YTD | +9.3% | -7.9% | +17.3% | +9.4% |
| 1Y | +5.9% | -25.4% | +31.3% | +6.6% |
| 3Y | +82.6% | -35.0% | +117.6% | +84.4% |
| 5Y | +44.9% | -36.8% | +81.6% | +39.1% |
| All | +44.9% | -37.0% | +81.9% | +39.1% |
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