+133.6%
XLC vs CLX
+11.8%
+121.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | +3.1% | +8.5% | -5.4% | +1.7% |
| 30D | -4.2% | +30.0% | -34.2% | -8.3% |
| 3M | -2.1% | +3.8% | -5.9% | -2.9% |
| 6M | -6.6% | +24.6% | -31.2% | -10.2% |
| YTD | -7.8% | +12.8% | -20.6% | -10.2% |
| 1Y | -4.1% | +8.6% | -12.7% | -6.1% |
| 3Y | +62.6% | -8.6% | +71.3% | +62.3% |
| 5Y | +39.6% | -21.8% | +61.4% | +41.0% |
| All | +133.6% | +11.8% | +121.8% | +127.3% |
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 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