+243.2%
INTC vs CLX
-2.6%
+245.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.4% |
| 7D | +9.4% | -5.9% | +15.3% | +10.3% |
| 30D | +2.7% | -17.0% | +19.7% | +5.2% |
| 3M | -6.3% | -9.6% | +3.3% | -5.4% |
| 6M | +114.5% | -21.5% | +136.0% | +121.4% |
| YTD | +171.9% | -8.8% | +180.7% | +172.8% |
| 1Y | +305.0% | -24.7% | +329.7% | +320.0% |
| 3Y | +168.3% | -35.6% | +204.0% | +184.7% |
| 5Y | +102.3% | -37.6% | +139.9% | +112.3% |
| All | +243.2% | -2.6% | +245.7% | +202.4% |
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