+72.4%
IBM vs CLX
-34.1%
+106.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | -1.5% | -11.9% | +10.4% | -0.3% |
| 3M | -16.8% | -2.6% | -14.1% | -16.5% |
| 6M | -9.0% | -18.2% | +9.1% | -6.7% |
| YTD | -20.1% | -5.9% | -14.1% | -21.0% |
| 1Y | -7.0% | -23.8% | +16.8% | -3.9% |
| 3Y | +72.4% | -33.6% | +106.0% | +78.0% |
| All | +72.4% | -34.1% | +106.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling