+1.5%
XRT vs CLX
-20.9%
+22.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +0.8% | -9.2% | +10.0% | +3.3% |
| 30D | -4.2% | -11.0% | +6.9% | -1.3% |
| 3M | +5.1% | +5.0% | 0.0% | +3.9% |
| 6M | +2.4% | -18.8% | +21.2% | +6.8% |
| YTD | +3.2% | -4.4% | +7.6% | +3.0% |
| 1Y | +1.5% | -21.9% | +23.4% | +6.5% |
| All | +1.5% | -20.9% | +22.4% | +6.5% |
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