+22,282.0%
SYK vs CLX
+2,272.0%
+20,010.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -12.3% | -5.9% | -6.5% | -10.9% |
| 30D | -22.4% | -17.0% | -5.4% | -18.5% |
| 3M | -12.3% | -9.6% | -2.8% | -10.0% |
| 6M | -24.3% | -21.5% | -2.8% | -19.6% |
| YTD | -22.8% | -8.8% | -14.0% | -21.2% |
| 1Y | -28.8% | -24.7% | -4.1% | -23.8% |
| 3Y | -4.0% | -35.6% | +31.7% | +6.0% |
| 5Y | +3.8% | -37.6% | +41.5% | +13.5% |
| 10Y | +172.8% | -2.4% | +175.2% | +151.8% |
| All | +22,282.0% | +2,272.0% | +20,010.0% | +6,955.3% |
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