+248.8%
XLF vs CLX
-3.7%
+252.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | -5.7% | +4.2% | -0.7% |
| 30D | -1.2% | -17.0% | +15.9% | +1.1% |
| 3M | +9.2% | -9.7% | +18.9% | +10.4% |
| 6M | +16.3% | -19.8% | +36.2% | +19.2% |
| YTD | +5.4% | -9.8% | +15.3% | +6.2% |
| 1Y | +7.6% | -26.2% | +33.8% | +11.2% |
| 3Y | +74.2% | -36.2% | +110.4% | +82.6% |
| 5Y | +66.1% | -38.3% | +104.5% | +72.6% |
| All | +248.8% | -3.7% | +252.5% | +239.8% |
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