+415.1%
XLF vs CLX
+244.8%
+170.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +0.2% | -3.5% | +3.7% | +1.3% |
| 30D | -0.5% | -11.9% | +11.3% | +3.3% |
| 3M | +10.6% | -2.6% | +13.3% | +11.1% |
| 6M | +14.3% | -18.2% | +32.4% | +20.4% |
| YTD | +5.5% | -5.9% | +11.4% | +6.0% |
| 1Y | +9.6% | -23.8% | +33.4% | +17.4% |
| 3Y | +75.2% | -33.6% | +108.8% | +93.4% |
| 5Y | +65.5% | -35.7% | +101.2% | +79.8% |
| 10Y | +246.4% | -2.5% | +249.0% | +198.5% |
| All | +415.1% | +244.8% | +170.2% | +161.5% |
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 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