+142.1%
GOOG vs CLX
-35.7%
+177.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | -2.5% | -5.9% | +3.4% | -2.0% |
| 30D | -3.6% | -17.0% | +13.4% | -2.3% |
| 3M | -6.4% | -9.6% | +3.1% | -5.8% |
| 6M | +7.8% | -21.5% | +29.3% | +7.7% |
| YTD | +5.5% | -8.8% | +14.3% | +6.0% |
| 1Y | +38.3% | -24.7% | +62.9% | +37.9% |
| All | +142.1% | -35.7% | +177.9% | +146.5% |
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 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