+2,233.8%
SAP vs CLX
+1,079.0%
+1,154.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.9% | -9.2% | +6.3% | -0.2% |
| 30D | +9.0% | -11.0% | +20.1% | +12.7% |
| 3M | +14.9% | +5.0% | +9.9% | +13.3% |
| 6M | +11.9% | -18.8% | +30.7% | +18.0% |
| YTD | -9.9% | -4.4% | -5.5% | -9.7% |
| 1Y | -19.5% | -21.9% | +2.3% | -14.6% |
| 3Y | +61.8% | -32.8% | +94.6% | +76.8% |
| 5Y | +56.2% | -34.6% | +90.7% | +67.9% |
| 10Y | +180.6% | -4.7% | +185.3% | +152.7% |
| All | +2,233.8% | +1,079.0% | +1,154.8% | +815.0% |
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