+410.2%
GE vs CLX
-23.2%
+433.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | +5.4% | +13.6% | -8.3% | +3.1% |
| 30D | +9.6% | +29.1% | -19.4% | +5.1% |
| 3M | -7.7% | +1.6% | -9.3% | -8.3% |
| 6M | +14.0% | +18.7% | -4.7% | +10.4% |
| YTD | +10.2% | +11.1% | -0.9% | +7.8% |
| 1Y | +8.9% | +7.0% | +1.9% | +7.0% |
| 3Y | +273.7% | -10.0% | +283.6% | +275.0% |
| 5Y | +410.2% | -22.6% | +432.8% | +418.4% |
| All | +410.2% | -23.2% | +433.4% | +418.4% |
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