+13,447.0%
GOOG vs CLX
+229.9%
+13,217.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +1.1% | -3.5% | +4.6% | +2.1% |
| 30D | -5.1% | -11.9% | +6.8% | -1.8% |
| 3M | -7.1% | -2.6% | -4.5% | -6.6% |
| 6M | +12.7% | -18.2% | +30.8% | +18.2% |
| YTD | +7.1% | -5.9% | +13.0% | +7.9% |
| 1Y | +43.6% | -23.8% | +67.4% | +52.9% |
| 3Y | +146.8% | -33.6% | +180.3% | +168.0% |
| 5Y | +133.7% | -35.7% | +169.4% | +149.5% |
| 10Y | +773.3% | -2.5% | +775.8% | +614.7% |
| All | +13,447.0% | +229.9% | +13,217.0% | +5,222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling