+45.4%
XEL vs CLX
-35.7%
+81.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.2% | -5.9% | +4.6% | +0.1% |
| 30D | -2.9% | -17.0% | +14.1% | +1.2% |
| 3M | -2.7% | -9.6% | +6.9% | -0.8% |
| 6M | -6.5% | -21.5% | +15.0% | -1.1% |
| YTD | +3.6% | -8.8% | +12.4% | +4.8% |
| 1Y | +7.5% | -24.7% | +32.2% | +14.8% |
| All | +45.4% | -35.7% | +81.1% | +63.1% |
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