+1,075.5%
XLI vs CLX
+318.0%
+757.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +3.8% | +9.5% | -5.7% | +1.4% |
| 30D | +1.0% | +30.7% | -29.7% | -5.8% |
| 3M | -8.9% | +4.2% | -13.1% | -10.1% |
| 6M | -2.3% | +22.1% | -24.4% | -7.9% |
| YTD | +9.7% | +14.1% | -4.4% | +4.7% |
| 1Y | +12.3% | +10.3% | +2.0% | +8.1% |
| 3Y | +71.5% | -7.8% | +79.3% | +70.9% |
| 5Y | +70.2% | -20.8% | +91.0% | +73.1% |
| 10Y | +227.5% | +31.9% | +195.6% | +171.3% |
| All | +1,075.5% | +318.0% | +757.5% | +559.8% |
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 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