+284.0%
FITB vs CLX
-3.7%
+287.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -0.3% | -5.7% | +5.4% | +0.2% |
| 30D | -5.7% | -17.0% | +11.3% | -4.3% |
| 3M | +3.2% | -9.7% | +12.8% | +3.9% |
| 6M | +23.4% | -19.8% | +43.2% | +25.1% |
| YTD | +18.8% | -9.8% | +28.6% | +19.5% |
| 1Y | +25.0% | -26.2% | +51.1% | +27.2% |
| 3Y | +131.2% | -36.2% | +167.4% | +135.7% |
| 5Y | +70.7% | -38.3% | +109.0% | +72.4% |
| All | +284.0% | -3.7% | +287.7% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling