+120.4%
XLK vs CLX
-36.5%
+156.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.3% |
| 7D | +0.2% | -5.7% | +5.9% | 0.0% |
| 30D | -0.6% | -17.0% | +16.4% | -1.3% |
| 3M | +2.6% | -9.7% | +12.2% | +2.3% |
| 6M | +34.0% | -19.8% | +53.8% | +34.0% |
| YTD | +30.7% | -9.8% | +40.5% | +30.5% |
| 1Y | +39.2% | -26.2% | +65.4% | +40.1% |
| 3Y | +120.4% | -36.2% | +156.6% | +126.0% |
| All | +120.4% | -36.5% | +156.9% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling