-12.1%
CTSH vs CLX
-26.4%
+14.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -0.6% | +13.6% | -14.2% | -3.0% |
| 30D | +13.4% | +23.4% | -10.0% | +9.0% |
| 3M | +14.4% | -2.8% | +17.3% | +14.7% |
| 6M | +27.7% | +14.0% | +13.7% | +24.5% |
| YTD | -20.6% | +4.2% | -24.8% | -22.1% |
| 1Y | -9.1% | -1.2% | -8.0% | -10.0% |
| 3Y | +3.1% | -12.7% | +15.8% | +3.7% |
| All | -12.1% | -26.4% | +14.4% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling