+342.1%
GLW vs CLX
-34.6%
+376.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.8% |
| 7D | +3.8% | -9.2% | +13.0% | +4.6% |
| 30D | -1.3% | -11.0% | +9.7% | -0.4% |
| 3M | -21.8% | +5.0% | -26.8% | -22.9% |
| 6M | +6.9% | -18.8% | +25.7% | +9.2% |
| YTD | +77.2% | -4.4% | +81.6% | +78.4% |
| 1Y | +123.2% | -21.9% | +145.1% | +129.6% |
| 3Y | +400.0% | -32.8% | +432.7% | +417.8% |
| All | +342.1% | -34.6% | +376.8% | +334.0% |
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