+2.8%
AVGO vs CLX
+9.5%
-6.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -4.6% |
| 7D | +18.2% | +9.5% | +8.7% | +19.6% |
| 30D | +0.2% | +30.7% | -30.5% | +5.1% |
| 3M | -16.8% | +4.2% | -21.0% | -16.9% |
| 6M | -16.5% | +22.1% | -38.6% | -12.8% |
| YTD | +0.8% | +14.1% | -13.3% | +5.7% |
| 1Y | +2.8% | +10.3% | -7.5% | +8.3% |
| All | +2.8% | +9.5% | -6.7% | +8.3% |
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