+306.9%
PSX vs CLX
-21.9%
+328.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.7% |
| 7D | +6.4% | +8.5% | -2.1% | +6.6% |
| 30D | -10.2% | +30.0% | -40.2% | -9.6% |
| 3M | +17.2% | +3.8% | +13.4% | +17.6% |
| 6M | +51.8% | +24.6% | +27.1% | +52.5% |
| YTD | +108.0% | +12.8% | +95.2% | +109.3% |
| 1Y | +96.1% | +8.6% | +87.5% | +97.5% |
| 3Y | +155.9% | -8.6% | +164.5% | +159.3% |
| 5Y | +306.9% | -21.8% | +328.7% | +319.8% |
| All | +306.9% | -21.9% | +328.8% | +319.8% |
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 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