+56.4%
SAP vs CLX
-34.6%
+91.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.9% | -9.2% | +6.3% | -1.6% |
| 30D | +9.0% | -11.0% | +20.1% | +10.8% |
| 3M | +14.9% | +5.0% | +9.9% | +14.5% |
| 6M | +11.9% | -18.8% | +30.7% | +14.6% |
| YTD | -9.9% | -4.4% | -5.5% | -9.8% |
| 1Y | -19.5% | -21.9% | +2.3% | -17.4% |
| 3Y | +61.8% | -32.8% | +94.6% | +68.4% |
| All | +56.4% | -34.6% | +91.0% | +56.7% |
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 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