+135.8%
XLC vs CLX
+10.4%
+125.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +3.5% | +7.8% | -4.3% | +2.2% |
| 30D | -2.6% | +28.5% | -31.1% | -6.6% |
| 3M | -2.1% | +1.3% | -3.4% | -2.5% |
| 6M | -5.5% | +23.4% | -28.9% | -8.9% |
| YTD | -6.9% | +11.4% | -18.3% | -9.2% |
| 1Y | -3.7% | +6.9% | -10.6% | -5.5% |
| 3Y | +64.2% | -9.8% | +74.0% | +64.2% |
| 5Y | +43.0% | -22.7% | +65.7% | +44.8% |
| All | +135.8% | +10.4% | +125.4% | +130.0% |
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