+561.3%
XLP vs CLX
+280.8%
+280.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +3.5% | +12.4% | -9.0% | -0.3% |
| 30D | +11.6% | +21.1% | -9.6% | +5.0% |
| 3M | +7.6% | -3.3% | +11.0% | +8.5% |
| 6M | +10.0% | +18.8% | -8.8% | +3.5% |
| YTD | +19.7% | +3.9% | +15.8% | +17.0% |
| 1Y | +23.5% | -3.8% | +27.3% | +23.4% |
| 3Y | +44.0% | -10.5% | +54.5% | +45.9% |
| 5Y | +42.7% | -26.7% | +69.4% | +50.8% |
| 10Y | +131.3% | +19.9% | +111.4% | +104.2% |
| All | +561.3% | +280.8% | +280.5% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling