+235.4%
SAP vs CLX
+30.5%
+204.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -3.9% | +8.5% | -12.4% | -5.2% |
| 30D | +6.5% | +30.0% | -23.5% | +2.1% |
| 3M | +14.7% | +3.8% | +10.9% | +13.7% |
| 6M | +39.9% | +24.6% | +15.3% | +35.1% |
| YTD | -2.0% | +12.8% | -14.7% | -4.5% |
| 1Y | -6.0% | +8.6% | -14.6% | -7.9% |
| 3Y | +67.7% | -8.6% | +76.3% | +67.4% |
| 5Y | +78.8% | -21.8% | +100.5% | +80.5% |
| All | +235.4% | +30.5% | +204.9% | +183.8% |
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 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