+1.3%
BBY vs CLX
-38.5%
+39.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | +0.6% | -5.7% | +6.3% | +2.3% |
| 30D | +9.4% | -17.0% | +26.4% | +15.5% |
| 3M | +19.3% | -9.7% | +29.0% | +22.7% |
| 6M | +47.9% | -19.8% | +67.8% | +56.8% |
| YTD | +39.6% | -9.8% | +49.4% | +41.4% |
| 1Y | +22.2% | -26.2% | +48.4% | +32.2% |
| 3Y | +45.0% | -36.2% | +81.2% | +62.5% |
| All | +1.3% | -38.5% | +39.8% | +9.4% |
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