+111.9%
INTC vs CLX
+32.0%
+79.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.6% |
| 7D | +6.0% | +9.5% | -3.5% | +4.9% |
| 30D | -39.2% | +30.7% | -69.9% | -41.1% |
| 3M | -42.9% | +4.2% | -47.2% | -43.2% |
| 6M | -50.4% | +22.1% | -72.5% | -51.9% |
| YTD | +61.7% | +14.1% | +47.6% | +57.9% |
| 1Y | +66.1% | +10.3% | +55.8% | +63.2% |
| 3Y | +58.1% | -7.8% | +65.9% | +58.9% |
| 5Y | +27.9% | -20.8% | +48.7% | +30.3% |
| All | +111.9% | +32.0% | +79.9% | +72.2% |
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 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