+998.7%
XLE vs CLX
+307.1%
+691.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -6.7% | +13.6% | -20.3% | -8.8% |
| 30D | -4.4% | +29.1% | -33.5% | -8.7% |
| 3M | +4.0% | +1.6% | +2.4% | +3.4% |
| 6M | +13.2% | +18.7% | -5.6% | +9.0% |
| YTD | +41.9% | +11.1% | +30.8% | +37.7% |
| 1Y | +41.6% | +7.0% | +34.6% | +38.4% |
| 3Y | +64.0% | -10.0% | +74.0% | +63.9% |
| 5Y | +158.1% | -22.6% | +180.7% | +160.8% |
| 10Y | +163.9% | +29.3% | +134.6% | +122.1% |
| All | +998.7% | +307.1% | +691.6% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling