+3.9%
CTSH vs CLX
-10.0%
+13.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -2.7% |
| 7D | -2.3% | +17.4% | -19.7% | -5.2% |
| 30D | +7.4% | +27.8% | -20.3% | +2.5% |
| 3M | +10.9% | +3.0% | +7.9% | +9.7% |
| 6M | +24.7% | +17.5% | +7.1% | +20.8% |
| YTD | -22.0% | +10.0% | -32.0% | -24.6% |
| 1Y | -11.2% | +3.3% | -14.4% | -13.2% |
| 3Y | +3.9% | -10.1% | +14.0% | 0.0% |
| All | +3.9% | -10.0% | +13.8% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling