+1,106.7%
XLY vs CLX
+230.4%
+876.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -1.7% | -5.7% | +4.0% | -0.1% |
| 30D | -4.2% | -17.0% | +12.8% | +0.9% |
| 3M | -2.7% | -9.7% | +7.0% | -0.1% |
| 6M | -0.6% | -19.8% | +19.2% | +5.0% |
| YTD | -5.0% | -9.8% | +4.8% | -3.2% |
| 1Y | -4.1% | -26.2% | +22.1% | +3.1% |
| 3Y | +33.6% | -36.2% | +69.8% | +47.9% |
| 5Y | +28.7% | -38.3% | +67.1% | +40.8% |
| 10Y | +219.6% | -3.5% | +223.1% | +187.1% |
| All | +1,106.7% | +230.4% | +876.4% | +595.9% |
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