+102.5%
PSX vs CLX
-25.7%
+128.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -1.0% |
| 7D | +1.5% | -5.9% | +7.4% | +0.9% |
| 30D | +15.8% | -17.0% | +32.9% | +13.8% |
| 3M | +43.0% | -9.6% | +52.6% | +42.2% |
| 6M | +61.1% | -21.5% | +82.6% | +64.0% |
| YTD | +104.5% | -8.8% | +113.3% | +101.8% |
| 1Y | +102.5% | -24.7% | +127.2% | +102.5% |
| All | +102.5% | -25.7% | +128.2% | +102.5% |
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