+13,507.3%
GOOGL vs CLX
+235.2%
+13,272.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -2.3% | -9.2% | +7.0% | +0.4% |
| 30D | -6.6% | -11.0% | +4.5% | -3.5% |
| 3M | -8.9% | +5.0% | -14.0% | -10.4% |
| 6M | +11.9% | -18.8% | +30.7% | +17.8% |
| YTD | +8.3% | -4.4% | +12.7% | +8.8% |
| 1Y | +46.2% | -21.9% | +68.1% | +54.7% |
| 3Y | +151.9% | -32.8% | +184.6% | +172.9% |
| 5Y | +137.7% | -34.6% | +172.3% | +152.9% |
| 10Y | +757.6% | -4.7% | +762.3% | +612.6% |
| All | +13,507.3% | +235.2% | +13,272.1% | +5,223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling