+124.6%
XLP vs CLX
+19.4%
+105.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | +0.7% | +13.6% | -12.9% | -3.4% |
| 30D | +10.3% | +23.4% | -13.1% | +3.0% |
| 3M | +6.5% | -2.8% | +9.4% | +7.2% |
| 6M | +8.4% | +14.0% | -5.6% | +3.2% |
| YTD | +18.2% | +4.2% | +14.0% | +15.3% |
| 1Y | +22.4% | -1.2% | +23.6% | +21.4% |
| 3Y | +41.9% | -12.7% | +54.6% | +45.1% |
| 5Y | +40.9% | -26.5% | +67.3% | +49.0% |
| All | +124.6% | +19.4% | +105.2% | +80.5% |
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