+9,052.6%
ITW vs CLX
+2,347.6%
+6,705.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | -0.4% | -3.5% | +3.1% | +0.7% |
| 30D | -9.4% | -11.9% | +2.4% | -5.8% |
| 3M | +7.1% | -2.6% | +9.7% | +7.7% |
| 6M | -1.9% | -18.2% | +16.3% | +3.8% |
| YTD | +10.4% | -5.9% | +16.3% | +11.5% |
| 1Y | +3.3% | -23.8% | +27.1% | +11.4% |
| 3Y | +21.0% | -33.6% | +54.6% | +34.7% |
| 5Y | +36.3% | -35.7% | +72.0% | +50.3% |
| 10Y | +185.8% | -2.5% | +188.3% | +161.9% |
| All | +9,052.6% | +2,347.6% | +6,705.0% | +2,898.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling