-5.0%
IBM vs CLX
-25.2%
+20.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +3.3% |
| 7D | +3.6% | -4.9% | +8.5% | +3.3% |
| 30D | +1.5% | -15.8% | +17.4% | +0.6% |
| 3M | -12.9% | -7.9% | -5.0% | -13.4% |
| 6M | -3.9% | -19.0% | +15.1% | -5.4% |
| YTD | -17.3% | -7.9% | -9.4% | -21.6% |
| 1Y | -5.0% | -25.4% | +20.4% | -9.2% |
| All | -5.0% | -25.2% | +20.2% | -9.2% |
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