+135.4%
XLP vs CLX
+26.5%
+108.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | +2.3% | +13.6% | -11.3% | -1.8% |
| 30D | +9.1% | +29.1% | -19.9% | +0.4% |
| 3M | +7.9% | +1.6% | +6.3% | +7.0% |
| 6M | +9.6% | +18.7% | -9.1% | +3.0% |
| YTD | +19.4% | +11.1% | +8.3% | +14.1% |
| 1Y | +22.4% | +7.0% | +15.4% | +18.2% |
| 3Y | +43.2% | -10.0% | +53.2% | +45.0% |
| 5Y | +42.6% | -22.6% | +65.2% | +48.4% |
| 10Y | +135.4% | +29.3% | +106.1% | +87.3% |
| All | +135.4% | +26.5% | +108.9% | +87.3% |
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