+9.0%
MSFT vs CLX
-6.5%
+15.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +6.7% |
| 7D | +4.7% | +14.2% | -9.5% | +5.1% |
| 30D | +5.8% | +22.7% | -16.8% | +6.7% |
| 3M | +13.0% | -2.8% | +15.8% | +11.9% |
| 6M | +34.9% | +17.7% | +17.2% | +36.8% |
| YTD | +15.7% | +3.3% | +12.3% | +14.4% |
| 1Y | +9.0% | -5.6% | +14.6% | +8.2% |
| All | +9.0% | -6.5% | +15.5% | +8.2% |
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