+176.2%
SAP vs CLX
-3.9%
+180.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -0.3% | -3.5% | +3.3% | +0.3% |
| 30D | +2.6% | -11.9% | +14.5% | +4.6% |
| 3M | +16.3% | -2.6% | +18.9% | +16.8% |
| 6M | +6.4% | -18.2% | +24.5% | +9.3% |
| YTD | -11.4% | -5.9% | -5.5% | -11.0% |
| 1Y | -20.4% | -23.8% | +3.4% | -17.5% |
| 3Y | +56.5% | -33.6% | +90.1% | +64.4% |
| 5Y | +56.8% | -35.7% | +92.5% | +63.6% |
| 10Y | +176.2% | -2.5% | +178.7% | +157.5% |
| All | +176.2% | -3.9% | +180.1% | +157.5% |
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 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