+141.3%
XLC vs CLX
-9.6%
+150.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -1.7% | -5.9% | +4.2% | -0.7% |
| 30D | +0.2% | -17.0% | +17.2% | +3.3% |
| 3M | +0.7% | -9.6% | +10.3% | +2.2% |
| 6M | -4.5% | -21.5% | +17.1% | -1.0% |
| YTD | -4.7% | -8.8% | +4.1% | -3.8% |
| 1Y | -1.5% | -24.7% | +23.2% | +2.4% |
| 3Y | +72.2% | -35.6% | +107.9% | +82.4% |
| 5Y | +39.3% | -37.6% | +76.9% | +46.3% |
| All | +141.3% | -9.6% | +150.9% | +143.5% |
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