+29.8%
XYZ vs CLX
+6.7%
+23.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | +12.6% | +13.6% | -1.0% | +9.1% |
| 30D | +10.8% | +29.1% | -18.3% | +4.9% |
| 3M | +8.4% | +1.6% | +6.8% | +5.9% |
| 6M | +14.3% | +18.7% | -4.4% | +10.6% |
| YTD | +31.5% | +11.1% | +20.4% | +26.7% |
| All | +29.8% | +6.7% | +23.2% | +26.8% |
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