+46.1%
GOOGL vs CLX
-20.9%
+67.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.3% | -9.2% | +6.9% | -0.6% |
| 30D | -6.6% | -11.0% | +4.4% | -4.6% |
| 3M | -9.0% | +5.0% | -14.0% | -9.6% |
| 6M | +11.8% | -18.8% | +30.6% | +10.8% |
| YTD | +8.3% | -4.4% | +12.7% | +9.8% |
| 1Y | +46.1% | -21.9% | +68.0% | +39.3% |
| All | +46.1% | -20.9% | +67.0% | +39.3% |
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 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