+1,111.5%
XLI vs CLX
+244.8%
+866.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +1.0% | -3.5% | +4.5% | +1.9% |
| 30D | -5.8% | -11.9% | +6.1% | -2.8% |
| 3M | +0.7% | -2.6% | +3.3% | +1.0% |
| 6M | +3.2% | -18.2% | +21.3% | +7.8% |
| YTD | +13.0% | -5.9% | +18.9% | +13.7% |
| 1Y | +16.8% | -23.8% | +40.6% | +23.8% |
| 3Y | +72.4% | -33.6% | +106.0% | +87.4% |
| 5Y | +82.8% | -35.7% | +118.4% | +96.5% |
| 10Y | +252.4% | -2.5% | +255.0% | +218.2% |
| All | +1,111.5% | +244.8% | +866.7% | +616.2% |
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 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