+70.0%
XLE vs CLX
-6.4%
+76.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | +5.4% | +9.5% | -4.1% | +5.6% |
| 30D | -3.9% | +30.7% | -34.6% | -3.6% |
| 3M | +7.0% | +4.2% | +2.8% | +7.6% |
| 6M | +14.2% | +22.1% | -7.9% | +14.4% |
| YTD | +48.2% | +14.1% | +34.1% | +49.2% |
| 1Y | +47.7% | +10.3% | +37.4% | +49.1% |
| 3Y | +70.0% | -7.8% | +77.8% | +76.1% |
| All | +70.0% | -6.4% | +76.4% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling