+39.4%
GOOGL vs CLX
-25.7%
+65.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.8% | -5.9% | +3.0% | -1.7% |
| 30D | -3.2% | -17.0% | +13.8% | +0.2% |
| 3M | -6.6% | -9.6% | +3.0% | -5.0% |
| 6M | +8.5% | -21.5% | +30.0% | +8.5% |
| YTD | +6.5% | -8.8% | +15.3% | +9.2% |
| 1Y | +39.4% | -24.7% | +64.1% | +31.8% |
| All | +39.4% | -25.7% | +65.1% | +31.8% |
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