+212.6%
GLW vs CLX
-26.4%
+239.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -13.9% | +13.6% | -27.5% | -14.7% |
| 30D | -35.0% | +23.4% | -58.3% | -36.0% |
| 3M | -32.4% | -2.8% | -29.5% | -32.1% |
| 6M | -41.3% | +14.0% | -55.3% | -42.6% |
| YTD | +21.8% | +4.2% | +17.7% | +22.0% |
| 1Y | +21.8% | -1.2% | +23.0% | +22.6% |
| 3Y | +307.7% | -12.7% | +320.4% | +311.5% |
| All | +212.6% | -26.4% | +239.1% | +207.8% |
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 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