+42.7%
XLP vs CLX
-21.9%
+64.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -0.2% | +8.5% | -8.7% | -2.6% |
| 30D | +8.2% | +30.0% | -21.8% | 0.0% |
| 3M | +7.7% | +3.8% | +3.9% | +6.2% |
| 6M | +9.3% | +24.6% | -15.3% | +1.8% |
| YTD | +19.5% | +12.8% | +6.7% | +14.2% |
| 1Y | +21.0% | +8.6% | +12.4% | +16.8% |
| 3Y | +43.2% | -8.6% | +51.9% | +44.7% |
| 5Y | +42.7% | -21.8% | +64.5% | +46.5% |
| All | +42.7% | -21.9% | +64.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling