+33.6%
XLY vs CLX
-36.5%
+70.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.7% | -5.7% | +4.0% | -0.6% |
| 30D | -4.2% | -17.0% | +12.8% | -0.8% |
| 3M | -2.7% | -9.7% | +7.0% | -0.9% |
| 6M | -0.6% | -19.8% | +19.2% | +3.2% |
| YTD | -5.0% | -9.8% | +4.8% | -3.9% |
| 1Y | -4.1% | -26.2% | +22.1% | +0.8% |
| 3Y | +33.6% | -36.2% | +69.8% | +45.3% |
| All | +33.6% | -36.5% | +70.1% | +45.3% |
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