+4.4%
GOOGL vs CLX
-6.5%
+10.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.7% | -2.5% | +2.0% |
| 7D | -11.1% | +14.2% | -25.3% | -13.4% |
| 30D | -16.6% | +22.7% | -39.3% | -20.3% |
| 3M | -23.4% | -2.8% | -20.7% | -22.6% |
| 6M | -24.5% | +17.7% | -42.2% | -26.7% |
| YTD | -7.5% | +3.3% | -10.9% | -8.4% |
| 1Y | +4.4% | -5.6% | +10.0% | +4.4% |
| All | +4.4% | -6.5% | +10.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling