+380.2%
CLX vs EXEL
+273.2%
+107.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -9.2% | +8.4% | -17.6% | -9.6% |
| 30D | -11.0% | +4.1% | -15.1% | -11.3% |
| 3M | +5.0% | +12.4% | -7.4% | +4.4% |
| 6M | -18.8% | +41.5% | -60.4% | -20.2% |
| YTD | -4.4% | +34.6% | -39.0% | -5.9% |
| 1Y | -21.9% | +57.9% | -79.7% | -23.7% |
| 3Y | -32.8% | +159.5% | -192.3% | -36.2% |
| 5Y | -34.6% | +198.5% | -233.0% | -38.5% |
| 10Y | -4.7% | +411.4% | -416.0% | -14.8% |
| All | +380.2% | +273.2% | +107.0% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling