+463.3%
GLW vs CLX
-34.1%
+497.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.1% | +7.6% |
| 7D | +14.0% | -3.5% | +17.6% | +14.2% |
| 30D | +0.4% | -11.9% | +12.2% | +1.0% |
| 3M | -11.3% | -2.6% | -8.7% | -11.8% |
| 6M | +35.1% | -18.2% | +53.2% | +37.9% |
| YTD | +90.5% | -5.9% | +96.4% | +93.8% |
| 1Y | +132.0% | -23.8% | +155.9% | +140.9% |
| 3Y | +463.3% | -33.6% | +496.9% | +459.7% |
| All | +463.3% | -34.1% | +497.5% | +459.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling