+548.6%
XRT vs CLX
+231.6%
+317.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +4.1% | +13.6% | -9.5% | -1.0% |
| 30D | +9.9% | +29.1% | -19.1% | -0.7% |
| 3M | +2.3% | +1.6% | +0.7% | +1.3% |
| 6M | +9.6% | +18.7% | -9.1% | +1.6% |
| YTD | +9.1% | +11.1% | -2.0% | +3.0% |
| 1Y | +16.2% | +7.0% | +9.2% | +11.3% |
| 3Y | +60.1% | -10.0% | +70.1% | +60.9% |
| 5Y | -0.5% | -22.6% | +22.2% | +3.2% |
| 10Y | +145.1% | +29.3% | +115.8% | +68.5% |
| All | +548.6% | +231.6% | +317.0% | +102.5% |
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 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