+147.8%
GE vs CLX
-2.6%
+150.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -2.8% | -5.9% | +3.1% | -2.4% |
| 30D | -11.9% | -17.0% | +5.1% | -10.9% |
| 3M | +1.8% | -9.6% | +11.4% | +2.4% |
| 6M | -0.6% | -21.5% | +20.9% | +0.4% |
| YTD | +5.5% | -8.8% | +14.3% | +6.1% |
| 1Y | +15.0% | -24.7% | +39.6% | +16.3% |
| 3Y | +269.5% | -35.6% | +305.2% | +275.9% |
| 5Y | +422.4% | -37.6% | +460.1% | +428.1% |
| All | +147.8% | -2.6% | +150.4% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling