+34,247.0%
CTSH vs CLX
+324.4%
+33,922.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | -2.7% | -9.2% | +6.5% | -0.1% |
| 30D | +12.4% | -11.0% | +23.4% | +16.0% |
| 3M | +17.4% | +5.0% | +12.3% | +15.5% |
| 6M | -3.1% | -18.8% | +15.7% | +1.9% |
| YTD | -23.6% | -4.4% | -19.2% | -23.5% |
| 1Y | -10.8% | -21.9% | +11.0% | -5.7% |
| 3Y | -8.3% | -32.8% | +24.5% | -0.1% |
| 5Y | -11.3% | -34.6% | +23.2% | -4.6% |
| 10Y | +22.6% | -4.7% | +27.3% | +11.6% |
| All | +34,247.0% | +324.4% | +33,922.6% | +22,025.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling