+508.9%
XLP vs CLX
+250.3%
+258.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.0% | -9.2% | +8.2% | +2.0% |
| 30D | -0.9% | -11.0% | +10.2% | +2.7% |
| 3M | +3.8% | +5.0% | -1.2% | +1.9% |
| 6M | -1.7% | -18.8% | +17.1% | +4.0% |
| YTD | +10.3% | -4.4% | +14.7% | +10.8% |
| 1Y | +7.8% | -21.9% | +29.6% | +15.2% |
| 3Y | +27.2% | -32.8% | +60.0% | +41.0% |
| 5Y | +32.5% | -34.6% | +67.1% | +45.4% |
| 10Y | +101.8% | -4.7% | +106.5% | +91.5% |
| All | +508.9% | +250.3% | +258.6% | +256.9% |
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