+34,958.1%
CTSH vs CLX
+388.2%
+34,569.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -3.3% |
| 7D | -2.3% | +17.4% | -19.7% | -6.7% |
| 30D | +7.4% | +27.8% | -20.3% | +0.1% |
| 3M | +10.9% | +3.0% | +7.9% | +9.7% |
| 6M | +24.7% | +17.5% | +7.1% | +18.5% |
| YTD | -22.0% | +10.0% | -32.0% | -25.1% |
| 1Y | -11.2% | +3.3% | -14.4% | -13.2% |
| 3Y | +3.9% | -10.1% | +14.0% | +4.2% |
| 5Y | -13.9% | -23.7% | +9.8% | -11.4% |
| 10Y | +37.8% | +24.9% | +12.9% | +15.2% |
| All | +34,958.1% | +388.2% | +34,569.8% | +21,565.4% |
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