+2,896.1%
FITB vs CLX
+2,386.6%
+509.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +0.6% | -9.2% | +9.8% | +3.6% |
| 30D | -4.7% | -11.0% | +6.3% | -1.3% |
| 3M | +6.7% | +5.0% | +1.6% | +4.6% |
| 6M | +12.6% | -18.8% | +31.4% | +19.1% |
| YTD | +19.1% | -4.4% | +23.5% | +19.4% |
| 1Y | +22.6% | -21.9% | +44.5% | +30.7% |
| 3Y | +127.1% | -32.8% | +159.9% | +150.1% |
| 5Y | +71.8% | -34.6% | +106.4% | +86.0% |
| 10Y | +287.2% | -4.7% | +291.9% | +233.4% |
| All | +2,896.1% | +2,386.6% | +509.5% | +883.9% |
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 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