+780.7%
GOOG vs CLX
-3.7%
+784.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.7% |
| 7D | 0.0% | -5.7% | +5.7% | +0.7% |
| 30D | -2.0% | -17.0% | +15.1% | +0.2% |
| 3M | -5.9% | -9.7% | +3.8% | -4.8% |
| 6M | +8.9% | -19.8% | +28.7% | +11.2% |
| YTD | +7.1% | -9.8% | +17.0% | +8.0% |
| 1Y | +39.7% | -26.2% | +65.9% | +43.5% |
| 3Y | +145.8% | -36.2% | +182.0% | +154.6% |
| 5Y | +138.6% | -38.3% | +176.9% | +145.2% |
| All | +780.7% | -3.7% | +784.4% | +716.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling