+38.7%
CTSH vs CLX
+26.5%
+12.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +1.8% | +13.6% | -11.8% | -0.5% |
| 30D | +9.8% | +29.1% | -19.3% | +4.8% |
| 3M | +12.1% | +1.6% | +10.5% | +11.5% |
| 6M | +27.4% | +18.7% | +8.7% | +23.3% |
| YTD | -20.3% | +11.1% | -31.4% | -22.5% |
| 1Y | -8.8% | +7.0% | -15.8% | -10.8% |
| 3Y | +4.0% | -10.0% | +14.0% | +4.2% |
| 5Y | -12.2% | -22.6% | +10.4% | -10.9% |
| 10Y | +38.7% | +29.3% | +9.4% | +18.6% |
| All | +38.7% | +26.5% | +12.2% | +18.6% |
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