+67.9%
MSFT vs CLX
-23.2%
+91.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | +2.3% | +13.6% | -11.3% | +1.6% |
| 30D | -0.4% | +29.1% | -29.4% | -1.7% |
| 3M | +5.6% | +1.6% | +4.0% | +5.2% |
| 6M | +29.0% | +18.7% | +10.2% | +27.6% |
| YTD | +10.9% | +11.1% | -0.2% | +9.7% |
| 1Y | +6.2% | +7.0% | -0.8% | +5.3% |
| 3Y | +47.6% | -10.0% | +57.6% | +46.7% |
| 5Y | +67.9% | -22.6% | +90.6% | +64.6% |
| All | +67.9% | -23.2% | +91.1% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling