+740.7%
GOOGL vs CLX
-2.6%
+743.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | -5.9% | +3.0% | -2.1% |
| 30D | -3.2% | -17.0% | +13.8% | -1.0% |
| 3M | -6.6% | -9.6% | +3.0% | -5.5% |
| 6M | +8.5% | -21.5% | +30.0% | +11.0% |
| YTD | +6.5% | -8.8% | +15.3% | +7.3% |
| 1Y | +39.4% | -24.7% | +64.1% | +43.1% |
| 3Y | +146.2% | -35.6% | +181.8% | +155.0% |
| 5Y | +138.3% | -37.6% | +176.0% | +144.9% |
| All | +740.7% | -2.6% | +743.2% | +675.6% |
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