+377.3%
CSCO vs CLX
-3.8%
+381.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.8% |
| 30D | -10.7% | -15.8% | +5.1% | -8.1% |
| 3M | -8.7% | -7.9% | -0.8% | -7.7% |
| 6M | +44.9% | -19.0% | +64.0% | +49.8% |
| YTD | +44.1% | -7.9% | +52.1% | +44.9% |
| 1Y | +65.9% | -25.4% | +91.2% | +74.0% |
| 3Y | +109.0% | -35.0% | +144.0% | +123.9% |
| 5Y | +114.8% | -36.8% | +151.5% | +127.5% |
| 10Y | +377.3% | -1.4% | +378.8% | +332.7% |
| All | +377.3% | -3.8% | +381.2% | +332.7% |
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