+1,158.7%
PSX vs CLX
+146.9%
+1,011.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +7.8% | +9.5% | -1.7% | +7.6% |
| 30D | -10.9% | +30.7% | -41.6% | -11.4% |
| 3M | +14.5% | +4.2% | +10.3% | +14.5% |
| 6M | +56.1% | +22.1% | +34.0% | +55.4% |
| YTD | +109.6% | +14.1% | +95.5% | +108.9% |
| 1Y | +95.5% | +10.3% | +85.2% | +95.2% |
| 3Y | +156.2% | -7.8% | +164.0% | +157.5% |
| 5Y | +310.0% | -20.8% | +330.8% | +313.7% |
| 10Y | +368.0% | +31.9% | +336.2% | +276.9% |
| All | +1,158.7% | +146.9% | +1,011.8% | +599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling