+640.9%
XLU vs CLX
+237.4%
+403.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +0.6% | -4.9% | +5.6% | +1.9% |
| 30D | -0.4% | -15.8% | +15.4% | +3.8% |
| 3M | -1.7% | -7.9% | +6.2% | -0.1% |
| 6M | -7.1% | -19.0% | +11.9% | -2.9% |
| YTD | +1.9% | -7.9% | +9.9% | +2.9% |
| 1Y | +6.1% | -25.4% | +31.5% | +12.8% |
| 3Y | +48.8% | -35.0% | +83.8% | +62.4% |
| 5Y | +43.8% | -36.8% | +80.6% | +55.2% |
| 10Y | +143.2% | -1.4% | +144.6% | +129.0% |
| All | +640.9% | +237.4% | +403.6% | +415.1% |
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