+7.6%
XLF vs CLX
-25.9%
+33.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | -5.7% | +4.2% | -0.9% |
| 30D | -1.2% | -17.0% | +15.9% | +0.5% |
| 3M | +9.2% | -9.7% | +18.9% | +10.1% |
| 6M | +16.3% | -19.8% | +36.2% | +18.1% |
| YTD | +5.4% | -9.8% | +15.3% | +4.5% |
| 1Y | +7.6% | -26.2% | +33.8% | +9.2% |
| All | +7.6% | -25.9% | +33.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling