+81.8%
XLI vs CLX
-38.5%
+120.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -1.7% | -5.7% | +4.0% | -0.7% |
| 30D | -7.3% | -17.0% | +9.8% | -4.4% |
| 3M | -1.3% | -9.7% | +8.3% | +0.1% |
| 6M | +2.2% | -19.8% | +22.1% | +5.7% |
| YTD | +11.7% | -9.8% | +21.6% | +13.1% |
| 1Y | +14.3% | -26.2% | +40.4% | +19.6% |
| 3Y | +70.3% | -36.2% | +106.5% | +81.7% |
| All | +81.8% | -38.5% | +120.4% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling