+1,477.5%
XLK vs CLX
+237.4%
+1,240.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +2.3% | -4.9% | +7.3% | +3.4% |
| 30D | +0.8% | -15.8% | +16.6% | +4.6% |
| 3M | +4.1% | -7.9% | +12.0% | +5.5% |
| 6M | +34.8% | -19.0% | +53.8% | +39.9% |
| YTD | +30.8% | -7.9% | +38.7% | +31.5% |
| 1Y | +42.4% | -25.4% | +67.7% | +49.8% |
| 3Y | +121.8% | -35.0% | +156.8% | +138.0% |
| 5Y | +146.6% | -36.8% | +183.4% | +161.5% |
| 10Y | +804.3% | -1.4% | +805.7% | +728.3% |
| All | +1,477.5% | +237.4% | +1,240.2% | +952.9% |
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