+57.4%
INTC vs CLX
-6.5%
+63.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -2.5% |
| 7D | -39.0% | +14.2% | -53.2% | -37.1% |
| 30D | -49.8% | +22.7% | -72.5% | -47.5% |
| 3M | -42.2% | -2.8% | -39.5% | -41.6% |
| 6M | -39.2% | +17.7% | -56.8% | -37.5% |
| YTD | +57.9% | +3.3% | +54.6% | +61.0% |
| 1Y | +57.4% | -5.6% | +63.0% | +67.1% |
| All | +57.4% | -6.5% | +63.9% | +67.1% |
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