+31.8%
CLX vs EXEL
+320.7%
-289.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.2% |
| 7D | +9.5% | -0.8% | +10.3% | +9.6% |
| 30D | +30.7% | +13.1% | +17.6% | +29.6% |
| 3M | +4.2% | +36.3% | -32.1% | +2.0% |
| 6M | +22.1% | +34.5% | -12.4% | +19.6% |
| YTD | +14.1% | +57.4% | -43.4% | +10.4% |
| 1Y | +10.3% | +62.9% | -52.6% | +6.5% |
| 3Y | -7.8% | +229.5% | -237.3% | -15.4% |
| 5Y | -20.8% | +281.2% | -302.1% | -28.3% |
| All | +31.8% | +320.7% | -289.0% | +18.2% |
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