+147.8%
XEL vs CLX
-3.7%
+151.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.5% |
| 7D | -0.3% | -5.7% | +5.4% | +1.4% |
| 30D | -3.9% | -17.0% | +13.1% | +1.4% |
| 3M | -2.8% | -9.7% | +6.9% | -0.3% |
| 6M | -5.4% | -19.8% | +14.4% | +0.2% |
| YTD | +3.8% | -9.8% | +13.6% | +5.6% |
| 1Y | +6.8% | -26.2% | +33.0% | +15.7% |
| 3Y | +45.6% | -36.2% | +81.8% | +63.6% |
| 5Y | +30.7% | -38.3% | +69.0% | +45.0% |
| All | +147.8% | -3.7% | +151.5% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling