+39.3%
ASML vs CLX
-3.5%
+42.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.8% | +5.0% |
| 7D | -9.0% | +13.6% | -22.6% | -8.3% |
| 30D | -21.0% | +23.4% | -44.3% | -20.0% |
| 3M | -16.3% | -2.8% | -13.5% | -15.4% |
| 6M | -7.5% | +14.0% | -21.5% | -7.5% |
| YTD | +34.0% | +4.2% | +29.8% | +48.3% |
| 1Y | +39.3% | -1.2% | +40.4% | +50.3% |
| All | +39.3% | -3.5% | +42.8% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling