+82.7%
ASML vs CLX
-20.8%
+103.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +4.9% | +9.5% | -4.6% | +4.4% |
| 30D | -9.3% | +30.7% | -40.0% | -10.7% |
| 3M | -19.0% | +4.2% | -23.2% | -18.9% |
| 6M | -5.2% | +22.1% | -27.3% | -6.6% |
| YTD | +40.6% | +14.1% | +26.5% | +39.6% |
| 1Y | +47.5% | +10.3% | +37.2% | +46.8% |
| 3Y | +133.9% | -7.8% | +141.7% | +131.4% |
| All | +82.7% | -20.8% | +103.5% | +79.2% |
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