+81.2%
IBM vs CLX
-14.7%
+96.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -5.0% | +13.6% | -18.6% | -6.2% |
| 30D | +11.1% | +23.4% | -12.3% | +8.6% |
| 3M | +5.7% | -2.8% | +8.6% | +5.8% |
| 6M | +10.1% | +14.0% | -3.9% | +8.4% |
| YTD | -15.6% | +4.2% | -19.8% | -17.8% |
| 1Y | -19.5% | -1.2% | -18.4% | -20.7% |
| All | +81.2% | -14.7% | +96.0% | +86.7% |
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