+380.5%
PSX vs CLX
-1.6%
+382.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | +1.8% | -4.9% | +6.8% | +1.7% |
| 30D | +21.6% | -15.8% | +37.5% | +21.1% |
| 3M | +46.5% | -7.9% | +54.4% | +46.2% |
| 6M | +62.0% | -19.0% | +81.1% | +61.7% |
| YTD | +106.3% | -7.9% | +114.3% | +106.3% |
| 1Y | +103.0% | -25.4% | +128.3% | +102.3% |
| 3Y | +135.5% | -35.0% | +170.6% | +134.1% |
| 5Y | +368.5% | -36.8% | +405.3% | +366.7% |
| All | +380.5% | -1.6% | +382.2% | +338.8% |
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 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