+22.5%
CTSH vs CLX
-3.9%
+26.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.3% | -3.6% |
| 7D | -5.5% | -3.5% | -1.9% | -4.9% |
| 30D | +4.5% | -11.9% | +16.4% | +6.8% |
| 3M | +13.7% | -2.6% | +16.4% | +14.2% |
| 6M | -8.4% | -18.2% | +9.8% | -5.6% |
| YTD | -26.5% | -5.9% | -20.6% | -26.3% |
| 1Y | -13.9% | -23.8% | +9.9% | -10.5% |
| 3Y | -11.3% | -33.6% | +22.2% | -6.2% |
| 5Y | -14.8% | -35.7% | +20.8% | -10.7% |
| 10Y | +22.5% | -2.5% | +25.0% | +15.1% |
| All | +22.5% | -3.9% | +26.5% | +15.1% |
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