+99.6%
PSX vs CLX
-20.9%
+120.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | 0.0% |
| 7D | +4.5% | -9.2% | +13.8% | +3.6% |
| 30D | +26.6% | -11.0% | +37.7% | +25.3% |
| 3M | +39.3% | +5.0% | +34.2% | +40.2% |
| 6M | +56.8% | -18.8% | +75.6% | +60.9% |
| YTD | +101.8% | -4.4% | +106.2% | +100.1% |
| 1Y | +99.6% | -21.9% | +121.5% | +102.8% |
| All | +99.6% | -20.9% | +120.5% | +102.8% |
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 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