-1.6%
AVGO vs CLX
-25.7%
+24.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.2% |
| 7D | +1.0% | -5.9% | +6.9% | -0.3% |
| 30D | -13.3% | -17.0% | +3.8% | -16.8% |
| 3M | -2.9% | -9.6% | +6.7% | -4.9% |
| 6M | +5.7% | -21.5% | +27.2% | +1.3% |
| YTD | +4.6% | -8.8% | +13.5% | +5.4% |
| 1Y | -1.6% | -24.7% | +23.0% | -3.8% |
| All | -1.6% | -25.7% | +24.0% | -3.8% |
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