+150.6%
JPM vs CLX
-7.5%
+158.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.3% |
| 7D | +1.6% | +8.5% | -6.9% | +0.9% |
| 30D | +3.4% | +30.0% | -26.5% | +1.2% |
| 3M | -5.7% | +3.8% | -9.4% | -6.3% |
| 6M | +13.5% | +24.6% | -11.1% | +11.1% |
| YTD | +8.4% | +12.8% | -4.3% | +6.3% |
| 1Y | +9.1% | +8.6% | +0.5% | +7.4% |
| All | +150.6% | -7.5% | +158.1% | +156.8% |
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