+68.4%
FITB vs CLX
-37.0%
+105.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -0.4% | -4.9% | +4.5% | +0.5% |
| 30D | -5.1% | -15.8% | +10.7% | -2.3% |
| 3M | +3.5% | -7.9% | +11.5% | +4.9% |
| 6M | +17.2% | -19.0% | +36.3% | +21.1% |
| YTD | +17.6% | -7.9% | +25.6% | +18.7% |
| 1Y | +23.4% | -25.4% | +48.7% | +28.9% |
| 3Y | +129.7% | -35.0% | +164.8% | +142.1% |
| 5Y | +68.4% | -36.8% | +105.2% | +71.4% |
| All | +68.4% | -37.0% | +105.4% | +71.4% |
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 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