-1.5%
XLY vs CLX
-20.9%
+19.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -2.0% | -9.2% | +7.3% | -0.5% |
| 30D | -3.1% | -11.0% | +7.9% | -1.3% |
| 3M | -1.8% | +5.0% | -6.8% | -2.5% |
| 6M | -0.9% | -18.8% | +17.9% | +1.0% |
| YTD | -3.4% | -4.4% | +1.0% | -3.1% |
| 1Y | -1.5% | -21.9% | +20.3% | -0.2% |
| All | -1.5% | -20.9% | +19.3% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling