+214.5%
BAC vs CLX
+30.5%
+184.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.5% | +8.5% | -7.0% | +0.8% |
| 30D | -6.4% | +30.0% | -36.4% | -8.3% |
| 3M | -21.7% | +3.8% | -25.5% | -22.0% |
| 6M | +0.5% | +24.6% | -24.1% | -1.5% |
| YTD | -6.7% | +12.8% | -19.5% | -8.0% |
| 1Y | -4.7% | +8.6% | -13.3% | -5.7% |
| 3Y | +96.1% | -8.6% | +104.7% | +96.3% |
| 5Y | +21.7% | -21.8% | +43.5% | +21.7% |
| All | +214.5% | +30.5% | +184.0% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling