+181.3%
XLE vs CLX
-3.8%
+185.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | +0.3% | -4.9% | +5.3% | +0.4% |
| 30D | +8.5% | -15.8% | +24.3% | +8.7% |
| 3M | +14.6% | -7.9% | +22.6% | +14.7% |
| 6M | +17.6% | -19.0% | +36.6% | +18.1% |
| YTD | +48.1% | -7.9% | +56.0% | +48.3% |
| 1Y | +53.8% | -25.4% | +79.2% | +54.6% |
| 3Y | +56.2% | -35.0% | +91.2% | +57.2% |
| 5Y | +227.7% | -36.8% | +264.5% | +229.0% |
| 10Y | +181.3% | -1.4% | +182.7% | +162.0% |
| All | +181.3% | -3.8% | +185.1% | +162.0% |
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