+606.1%
COST vs CLX
-3.7%
+609.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -1.2% | -5.7% | +4.5% | +0.4% |
| 30D | -4.7% | -17.0% | +12.3% | +0.2% |
| 3M | -7.1% | -9.7% | +2.6% | -4.8% |
| 6M | -8.5% | -19.8% | +11.3% | -3.5% |
| YTD | +5.4% | -9.8% | +15.2% | +7.2% |
| 1Y | -5.6% | -26.2% | +20.5% | +1.5% |
| 3Y | +68.5% | -36.2% | +104.7% | +86.7% |
| 5Y | +105.2% | -38.3% | +143.6% | +125.3% |
| All | +606.1% | -3.7% | +609.7% | +573.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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