-1.4%
CLX vs EXEL
+378.5%
-379.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | -15.8% | +10.1% | -26.0% | -16.3% |
| 3M | -7.9% | +10.1% | -18.0% | -8.5% |
| 6M | -19.0% | +37.7% | -56.7% | -20.7% |
| YTD | -7.9% | +33.1% | -41.0% | -9.7% |
| 1Y | -25.4% | +52.4% | -77.7% | -27.5% |
| 3Y | -35.0% | +163.8% | -198.8% | -39.2% |
| 5Y | -36.8% | +198.5% | -235.3% | -41.5% |
| 10Y | -1.4% | +386.9% | -388.3% | -10.0% |
| All | -1.4% | +378.5% | -379.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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