+152.0%
GE vs CLX
+32.0%
+119.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +2.7% | +9.5% | -6.9% | +1.9% |
| 30D | +8.1% | +30.7% | -22.6% | +6.0% |
| 3M | -7.9% | +4.2% | -12.1% | -8.4% |
| 6M | +12.9% | +22.1% | -9.2% | +11.1% |
| YTD | +8.2% | +14.1% | -5.9% | +6.9% |
| 1Y | +9.7% | +10.3% | -0.6% | +8.5% |
| 3Y | +266.1% | -7.8% | +273.9% | +265.5% |
| 5Y | +407.4% | -20.8% | +428.2% | +404.5% |
| All | +152.0% | +32.0% | +119.9% | +137.3% |
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