+198,812.7%
CSCO vs CLX
+2,967.5%
+195,845.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.7% | +13.6% | -18.3% | -8.0% |
| 30D | -17.1% | +29.1% | -46.2% | -22.9% |
| 3M | -19.6% | +1.6% | -21.2% | -20.3% |
| 6M | +2.4% | +18.7% | -16.3% | -3.6% |
| YTD | +29.8% | +11.1% | +18.7% | +23.6% |
| 1Y | +38.7% | +7.0% | +31.7% | +33.3% |
| 3Y | +101.3% | -10.0% | +111.3% | +100.5% |
| 5Y | +94.8% | -22.6% | +117.5% | +98.9% |
| 10Y | +324.2% | +29.3% | +294.9% | +253.1% |
| All | +198,812.7% | +2,967.5% | +195,845.2% | +55,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling