+599.5%
XYZ vs CLX
+19.4%
+580.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +12.1% | +13.6% | -1.4% | +8.7% |
| 30D | +12.4% | +23.4% | -11.0% | +6.8% |
| 3M | +8.2% | -2.8% | +11.0% | +8.8% |
| 6M | +20.7% | +14.0% | +6.7% | +16.5% |
| YTD | +31.3% | +4.2% | +27.2% | +28.7% |
| 1Y | +20.5% | -1.2% | +21.7% | +19.6% |
| 3Y | +72.6% | -12.7% | +85.3% | +75.7% |
| 5Y | -64.0% | -26.5% | -37.5% | -62.9% |
| All | +599.5% | +19.4% | +580.1% | +527.3% |
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