+22.9%
ITW vs CLX
-6.5%
+29.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +0.9% |
| 7D | +6.3% | +14.2% | -7.9% | +2.6% |
| 30D | +11.1% | +22.7% | -11.6% | +5.2% |
| 3M | +0.1% | -2.8% | +2.9% | +0.7% |
| 6M | +18.1% | +17.7% | +0.4% | +12.3% |
| YTD | +21.4% | +3.3% | +18.1% | +20.1% |
| 1Y | +22.9% | -5.6% | +28.5% | +25.3% |
| All | +22.9% | -6.5% | +29.4% | +25.3% |
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