+124.8%
XRT vs CLX
-3.8%
+128.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | -6.9% | -15.8% | +8.9% | -3.2% |
| 3M | -0.4% | -7.9% | +7.5% | +1.4% |
| 6M | +2.2% | -19.0% | +21.3% | +6.8% |
| YTD | -0.7% | -7.9% | +7.3% | +0.6% |
| 1Y | -2.0% | -25.4% | +23.4% | +4.0% |
| 3Y | +41.0% | -35.0% | +76.0% | +52.6% |
| 5Y | -3.3% | -36.8% | +33.5% | +3.4% |
| 10Y | +124.8% | -1.4% | +126.3% | +120.7% |
| All | +124.8% | -3.8% | +128.7% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling