+1,131.3%
PSX vs CLX
+103.7%
+1,027.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | +2.8% | -3.5% | +6.4% | +2.9% |
| 30D | +27.8% | -11.9% | +39.6% | +28.2% |
| 3M | +42.0% | -2.6% | +44.6% | +42.1% |
| 6M | +58.1% | -18.2% | +76.3% | +59.3% |
| YTD | +105.0% | -5.9% | +110.9% | +105.1% |
| 1Y | +104.9% | -23.8% | +128.7% | +106.9% |
| 3Y | +134.1% | -33.6% | +167.6% | +137.2% |
| 5Y | +363.8% | -35.7% | +399.5% | +370.0% |
| 10Y | +370.1% | -2.5% | +372.6% | +296.4% |
| All | +1,131.3% | +103.7% | +1,027.7% | +586.7% |
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