+48.3%
FITB vs CLX
-22.3%
+70.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -0.6% | +7.8% | -8.4% | -1.9% |
| 30D | +7.0% | +28.5% | -21.5% | +2.2% |
| 3M | -4.8% | +1.3% | -6.1% | -5.3% |
| 6M | +13.5% | +23.4% | -9.8% | +8.9% |
| YTD | +19.1% | +11.4% | +7.7% | +15.9% |
| 1Y | +30.8% | +6.9% | +23.8% | +28.1% |
| 3Y | +141.6% | -9.8% | +151.4% | +141.7% |
| 5Y | +48.3% | -22.7% | +71.0% | +49.1% |
| All | +48.3% | -22.3% | +70.6% | +49.1% |
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