+2,938.0%
GE vs CLX
+2,796.8%
+141.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +4.0% | +7.8% | -3.7% | +2.0% |
| 30D | +11.1% | +28.5% | -17.5% | +3.8% |
| 3M | -6.7% | +1.3% | -8.1% | -7.3% |
| 6M | +14.3% | +23.4% | -9.1% | +7.4% |
| YTD | +11.7% | +11.4% | +0.4% | +7.7% |
| 1Y | +10.9% | +6.9% | +4.0% | +7.9% |
| 3Y | +279.0% | -9.8% | +288.8% | +280.5% |
| 5Y | +427.0% | -22.7% | +449.7% | +439.1% |
| 10Y | +158.6% | +28.7% | +129.8% | +108.3% |
| All | +2,938.0% | +2,796.8% | +141.2% | +765.3% |
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 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