+35.4%
GLW vs CLX
+7.9%
+27.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +15.5% | +8.5% | +7.0% | +15.8% |
| 30D | -19.6% | +30.0% | -49.5% | -18.7% |
| 3M | -28.5% | +3.8% | -32.3% | -27.6% |
| 6M | -39.5% | +24.6% | -64.1% | -41.2% |
| YTD | +37.2% | +12.8% | +24.4% | +55.7% |
| 1Y | +35.4% | +8.6% | +26.8% | +54.3% |
| All | +35.4% | +7.9% | +27.6% | +54.3% |
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 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