-2.0%
XRT vs CLX
-25.2%
+23.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.1% |
| 30D | -6.9% | -15.8% | +8.9% | -2.8% |
| 3M | -0.4% | -7.9% | +7.5% | +1.5% |
| 6M | +2.2% | -19.0% | +21.3% | +6.9% |
| YTD | -0.7% | -7.9% | +7.3% | +0.1% |
| 1Y | -2.0% | -25.4% | +23.4% | +3.8% |
| All | -2.0% | -25.2% | +23.2% | +3.8% |
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