+330.5%
CSCO vs CLX
+29.7%
+300.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | -2.8% | +7.8% | -10.5% | -3.9% |
| 30D | -12.6% | +28.5% | -41.2% | -16.3% |
| 3M | -16.0% | +1.3% | -17.3% | -16.3% |
| 6M | +2.8% | +23.4% | -20.5% | -1.5% |
| YTD | +33.2% | +11.4% | +21.9% | +29.6% |
| 1Y | +43.1% | +6.9% | +36.2% | +40.2% |
| 3Y | +106.7% | -9.8% | +116.5% | +107.5% |
| 5Y | +103.6% | -22.7% | +126.3% | +108.1% |
| 10Y | +330.5% | +28.7% | +301.7% | +265.2% |
| All | +330.5% | +29.7% | +300.8% | +265.2% |
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