+62.5%
SLB vs CLX
-26.4%
+89.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -7.1% | +13.6% | -20.7% | -7.9% |
| 30D | +4.1% | +23.4% | -19.3% | +2.6% |
| 3M | -2.6% | -2.8% | +0.2% | -2.5% |
| 6M | -8.6% | +14.0% | -22.5% | -9.5% |
| YTD | +32.2% | +4.2% | +28.0% | +32.5% |
| 1Y | +40.7% | -1.2% | +41.8% | +41.2% |
| 3Y | -4.5% | -12.7% | +8.2% | -3.3% |
| All | +62.5% | -26.4% | +89.0% | +65.0% |
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 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