+34.8%
CTSH vs CLX
+32.0%
+2.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.1% | +9.5% | -11.6% | -3.7% |
| 30D | +1.4% | +30.7% | -29.3% | -3.4% |
| 3M | +7.5% | +4.2% | +3.2% | +6.4% |
| 6M | +39.6% | +22.1% | +17.5% | +34.4% |
| YTD | -22.3% | +14.1% | -36.4% | -24.8% |
| 1Y | -12.0% | +10.3% | -22.3% | -14.3% |
| 3Y | +1.8% | -7.8% | +9.6% | +1.6% |
| 5Y | -15.8% | -20.8% | +5.0% | -15.0% |
| All | +34.8% | +32.0% | +2.8% | +15.2% |
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