+915.1%
MSFT vs CLX
+32.0%
+883.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -1.3% | +9.5% | -10.8% | -2.6% |
| 30D | -1.8% | +30.7% | -32.5% | -5.7% |
| 3M | +5.6% | +4.2% | +1.4% | +4.8% |
| 6M | +29.8% | +22.1% | +7.7% | +25.4% |
| YTD | +9.0% | +14.1% | -5.1% | +5.8% |
| 1Y | +4.9% | +10.3% | -5.4% | +2.4% |
| 3Y | +46.2% | -7.8% | +54.0% | +45.1% |
| 5Y | +62.1% | -20.8% | +83.0% | +63.0% |
| All | +915.1% | +32.0% | +883.1% | +779.1% |
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