+134.7%
GLW vs CLX
-25.2%
+159.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.4% |
| 7D | +16.9% | -4.9% | +21.8% | +16.6% |
| 30D | +7.0% | -15.8% | +22.8% | +6.1% |
| 3M | -3.0% | -7.9% | +5.0% | -3.1% |
| 6M | +31.0% | -19.0% | +50.0% | +34.2% |
| YTD | +93.4% | -7.9% | +101.3% | +114.6% |
| 1Y | +134.7% | -25.4% | +160.1% | +134.8% |
| All | +134.7% | -25.2% | +159.9% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling