+823.0%
XLB vs CLX
+313.2%
+509.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.6% |
| 7D | 0.0% | +8.5% | -8.5% | -2.1% |
| 30D | +5.3% | +30.0% | -24.7% | -1.9% |
| 3M | 0.0% | +3.8% | -3.8% | -1.3% |
| 6M | +1.2% | +24.6% | -23.4% | -5.1% |
| YTD | +16.9% | +12.8% | +4.1% | +12.0% |
| 1Y | +20.9% | +8.6% | +12.3% | +16.9% |
| 3Y | +43.3% | -8.6% | +52.0% | +43.5% |
| 5Y | +28.3% | -21.8% | +50.1% | +31.2% |
| 10Y | +165.3% | +30.4% | +135.0% | +122.9% |
| All | +823.0% | +313.2% | +509.8% | +410.4% |
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