+820.5%
XLB vs CLX
+250.3%
+570.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -1.4% | -9.2% | +7.8% | +1.1% |
| 30D | -0.4% | -11.0% | +10.7% | +2.7% |
| 3M | +2.0% | +5.0% | -3.1% | +0.3% |
| 6M | +1.8% | -18.8% | +20.6% | +6.8% |
| YTD | +16.6% | -4.4% | +21.0% | +16.9% |
| 1Y | +16.9% | -21.9% | +38.8% | +23.5% |
| 3Y | +32.6% | -32.8% | +65.3% | +44.1% |
| 5Y | +35.6% | -34.6% | +70.2% | +45.7% |
| 10Y | +160.0% | -4.7% | +164.7% | +139.2% |
| All | +820.5% | +250.3% | +570.2% | +432.8% |
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