+144.5%
IBM vs CLX
-3.8%
+148.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +3.7% |
| 7D | +3.6% | -4.9% | +8.5% | +4.3% |
| 30D | +1.5% | -15.8% | +17.4% | +4.1% |
| 3M | -12.9% | -7.9% | -5.0% | -11.9% |
| 6M | -3.9% | -19.0% | +15.1% | -1.1% |
| YTD | -17.3% | -7.9% | -9.4% | -17.2% |
| 1Y | -5.0% | -25.4% | +20.4% | -1.3% |
| 3Y | +78.2% | -35.0% | +113.2% | +88.8% |
| 5Y | +120.6% | -36.8% | +157.4% | +131.5% |
| 10Y | +144.5% | -1.4% | +145.9% | +128.0% |
| All | +144.5% | -3.8% | +148.3% | +128.0% |
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