+29.3%
CLX vs EXEL
+363.4%
-334.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +13.6% | -2.4% | +16.0% | +13.8% |
| 30D | +29.1% | +17.9% | +11.1% | +27.6% |
| 3M | +1.6% | +33.3% | -31.7% | -0.4% |
| 6M | +18.7% | +46.6% | -27.8% | +15.6% |
| YTD | +11.1% | +61.0% | -49.9% | +7.4% |
| 1Y | +7.0% | +70.4% | -63.4% | +3.0% |
| 3Y | -10.0% | +236.1% | -246.1% | -17.6% |
| 5Y | -22.6% | +284.8% | -307.5% | -30.0% |
| 10Y | +29.3% | +348.4% | -319.1% | +16.0% |
| All | +29.3% | +363.4% | -334.1% | +16.0% |
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