+34.4%
CVS vs CLX
-36.6%
+71.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -1.9% | -4.9% | +3.0% | -1.1% |
| 30D | -0.3% | -15.8% | +15.5% | +2.5% |
| 3M | -1.1% | -7.9% | +6.8% | -0.1% |
| 6M | +23.7% | -19.0% | +42.8% | +27.3% |
| YTD | +23.0% | -7.9% | +30.9% | +23.5% |
| 1Y | +37.2% | -25.4% | +62.5% | +43.0% |
| 3Y | +62.4% | -35.0% | +97.5% | +72.7% |
| All | +34.4% | -36.6% | +71.0% | +38.0% |
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