-12.7%
CLX vs EXEL
+231.1%
-243.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +13.6% | +0.3% | +13.3% | +13.5% |
| 30D | +23.4% | +19.0% | +4.3% | +21.2% |
| 3M | -2.8% | +33.3% | -36.1% | -5.6% |
| 6M | +14.0% | +42.9% | -28.9% | +9.9% |
| YTD | +4.2% | +58.7% | -54.6% | -0.7% |
| 1Y | -1.2% | +70.5% | -71.7% | -6.4% |
| 3Y | -12.7% | +233.8% | -246.5% | -25.6% |
| All | -12.7% | +231.1% | -243.8% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling