+22.4%
XLP vs CLX
+4.7%
+17.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +2.3% | +13.6% | -11.3% | -1.3% |
| 30D | +9.1% | +29.1% | -19.9% | +1.6% |
| 3M | +7.9% | +1.6% | +6.3% | +6.9% |
| 6M | +9.6% | +18.7% | -9.1% | +3.9% |
| YTD | +19.4% | +11.1% | +8.3% | +16.0% |
| 1Y | +22.4% | +7.0% | +15.4% | +19.9% |
| All | +22.4% | +4.7% | +17.7% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling