+692.8%
GOOGL vs CLX
+32.0%
+660.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.1% |
| 7D | +3.9% | +9.5% | -5.6% | +2.8% |
| 30D | -14.9% | +30.7% | -45.6% | -17.6% |
| 3M | -14.6% | +4.2% | -18.8% | -15.0% |
| 6M | -26.4% | +22.1% | -48.6% | -28.2% |
| YTD | -5.3% | +14.1% | -19.4% | -7.1% |
| 1Y | +6.5% | +10.3% | -3.9% | +4.8% |
| 3Y | +126.0% | -7.8% | +133.8% | +123.8% |
| 5Y | +100.8% | -20.8% | +121.7% | +100.4% |
| All | +692.8% | +32.0% | +660.8% | +610.0% |
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