-63.7%
XYZ vs CLX
-20.8%
-42.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.7% | +2.4% |
| 7D | -1.1% | +9.5% | -10.6% | -3.9% |
| 30D | +11.5% | +30.7% | -19.2% | +2.6% |
| 3M | +1.8% | +4.2% | -2.4% | +0.1% |
| 6M | +21.2% | +22.1% | -0.9% | +13.4% |
| YTD | +29.9% | +14.1% | +15.9% | +22.7% |
| 1Y | +35.8% | +10.3% | +25.5% | +29.6% |
| 3Y | +62.6% | -7.8% | +70.4% | +62.7% |
| All | -63.7% | -20.8% | -42.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling