+2.1%
SLB vs CLX
-32.3%
+34.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.8% | -9.2% | +10.1% | +1.9% |
| 30D | +15.8% | -11.0% | +26.9% | +17.3% |
| 3M | -0.3% | +5.0% | -5.4% | -1.1% |
| 6M | +21.3% | -18.8% | +40.2% | +24.9% |
| YTD | +52.3% | -4.4% | +56.7% | +54.7% |
| 1Y | +63.6% | -21.9% | +85.5% | +68.2% |
| All | +2.1% | -32.3% | +34.5% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling