+46.3%
XLU vs CLX
-36.5%
+82.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.6% | -5.7% | +4.1% | -0.7% |
| 30D | -3.3% | -17.0% | +13.7% | -0.4% |
| 3M | -3.2% | -9.7% | +6.5% | -1.8% |
| 6M | -7.0% | -19.8% | +12.9% | -3.6% |
| YTD | +0.6% | -9.8% | +10.5% | +1.6% |
| 1Y | +2.4% | -26.2% | +28.6% | +8.0% |
| 3Y | +46.3% | -36.2% | +82.4% | +53.9% |
| All | +46.3% | -36.5% | +82.7% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling