-35.7%
CLX vs EXEL
+195.7%
-231.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -3.5% | +1.4% | -4.9% | -3.7% |
| 30D | -11.9% | +6.7% | -18.5% | -12.5% |
| 3M | -2.6% | +11.5% | -14.1% | -3.9% |
| 6M | -18.2% | +38.8% | -57.0% | -21.1% |
| YTD | -5.9% | +31.6% | -37.5% | -9.0% |
| 1Y | -23.8% | +53.0% | -76.8% | -27.7% |
| 3Y | -33.6% | +160.8% | -194.4% | -42.0% |
| 5Y | -35.7% | +190.1% | -225.8% | -44.7% |
| All | -35.7% | +195.7% | -231.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling