+136.8%
XLP vs CLX
+29.7%
+107.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | +7.8% | -8.3% | -2.9% |
| 30D | +8.3% | +28.5% | -20.2% | -0.2% |
| 3M | +8.7% | +1.3% | +7.4% | +7.9% |
| 6M | +11.2% | +23.4% | -12.2% | +3.2% |
| YTD | +20.0% | +11.4% | +8.6% | +14.5% |
| 1Y | +21.3% | +6.9% | +14.4% | +17.3% |
| 3Y | +43.8% | -9.8% | +53.6% | +45.6% |
| 5Y | +43.3% | -22.7% | +66.0% | +49.2% |
| 10Y | +136.8% | +28.7% | +108.0% | +88.7% |
| All | +136.8% | +29.7% | +107.1% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling