+38.8%
SLB vs CLX
+6.9%
+31.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | -1.2% | +7.8% | -8.9% | -2.2% |
| 30D | +4.5% | +28.5% | -24.0% | +0.4% |
| 3M | -4.6% | +1.3% | -5.9% | -4.2% |
| 6M | -6.3% | +23.4% | -29.6% | -10.3% |
| YTD | +35.0% | +11.4% | +23.6% | +35.7% |
| 1Y | +38.8% | +6.9% | +31.9% | +41.5% |
| All | +38.8% | +6.9% | +31.9% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling