+23.1%
FITB vs CLX
-25.0%
+48.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -0.4% | -4.9% | +4.5% | +0.6% |
| 30D | -5.1% | -15.8% | +10.7% | -2.0% |
| 3M | +3.5% | -7.9% | +11.5% | +4.9% |
| 6M | +17.2% | -19.0% | +36.3% | +22.2% |
| YTD | +17.6% | -7.9% | +25.6% | +17.8% |
| All | +23.1% | -25.0% | +48.1% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling