+70.8%
SAP vs CLX
-26.4%
+97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -0.7% | +13.6% | -14.3% | -2.6% |
| 30D | +11.1% | +23.4% | -12.3% | +7.5% |
| 3M | +17.0% | -2.8% | +19.9% | +17.2% |
| 6M | +34.8% | +14.0% | +20.9% | +32.3% |
| YTD | -2.2% | +4.2% | -6.4% | -3.5% |
| 1Y | -6.4% | -1.2% | -5.3% | -7.1% |
| 3Y | +75.1% | -12.7% | +87.8% | +75.8% |
| All | +70.8% | -26.4% | +97.2% | +72.2% |
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