+58.1%
INTC vs CLX
-6.4%
+64.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.4% |
| 7D | +6.0% | +9.5% | -3.5% | +6.8% |
| 30D | -39.2% | +30.7% | -69.9% | -37.7% |
| 3M | -42.9% | +4.2% | -47.2% | -42.1% |
| 6M | -50.4% | +22.1% | -72.5% | -49.4% |
| YTD | +61.7% | +14.1% | +47.6% | +65.4% |
| 1Y | +66.1% | +10.3% | +55.8% | +70.5% |
| 3Y | +58.1% | -7.8% | +65.9% | +80.4% |
| All | +58.1% | -6.4% | +64.5% | +80.4% |
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 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