+162.6%
XLE vs CLX
+20.0%
+142.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -12.0% | +13.6% | -25.6% | -12.0% |
| 30D | -2.7% | +23.4% | -26.1% | -2.8% |
| 3M | +6.6% | -2.8% | +9.4% | +6.7% |
| 6M | +9.5% | +14.0% | -4.5% | +9.5% |
| YTD | +40.6% | +4.2% | +36.4% | +40.8% |
| 1Y | +43.6% | -1.2% | +44.8% | +43.9% |
| 3Y | +58.1% | -12.7% | +70.8% | +59.1% |
| 5Y | +152.2% | -26.5% | +178.7% | +153.1% |
| All | +162.6% | +20.0% | +142.5% | +149.5% |
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