+114.8%
CSCO vs CLX
-37.0%
+151.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | 0.0% | -4.9% | +4.9% | +0.6% |
| 30D | -10.7% | -15.8% | +5.1% | -8.8% |
| 3M | -8.7% | -7.9% | -0.8% | -8.0% |
| 6M | +44.9% | -19.0% | +64.0% | +49.2% |
| YTD | +44.1% | -7.9% | +52.1% | +44.7% |
| 1Y | +65.9% | -25.4% | +91.2% | +73.3% |
| 3Y | +109.0% | -35.0% | +144.0% | +123.0% |
| 5Y | +114.8% | -36.8% | +151.5% | +121.4% |
| All | +114.8% | -37.0% | +151.7% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling