+585.7%
JPM vs CLX
-2.6%
+588.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.3% | -5.9% | +3.5% | -1.8% |
| 30D | -2.3% | -17.0% | +14.7% | -0.8% |
| 3M | +14.9% | -9.6% | +24.5% | +15.7% |
| 6M | +23.6% | -21.5% | +45.2% | +25.9% |
| YTD | +11.3% | -8.8% | +20.1% | +11.7% |
| 1Y | +19.9% | -24.7% | +44.6% | +22.4% |
| 3Y | +162.6% | -35.6% | +198.2% | +170.9% |
| 5Y | +154.6% | -37.6% | +192.3% | +160.0% |
| All | +585.7% | -2.6% | +588.2% | +561.5% |
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