+2,900.6%
FITB vs CLX
+2,867.3%
+33.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.8% | +9.5% | -6.8% | -0.1% |
| 30D | +9.8% | +30.7% | -20.9% | +0.8% |
| 3M | -5.2% | +4.2% | -9.4% | -6.7% |
| 6M | +17.3% | +22.1% | -4.8% | +9.4% |
| YTD | +19.3% | +14.1% | +5.2% | +12.9% |
| 1Y | +32.7% | +10.3% | +22.4% | +26.8% |
| 3Y | +141.6% | -7.8% | +149.4% | +140.6% |
| 5Y | +48.9% | -20.8% | +69.7% | +51.5% |
| 10Y | +216.5% | +31.9% | +184.6% | +142.7% |
| All | +2,900.6% | +2,867.3% | +33.4% | +830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling