-68.9%
XYZ vs CLX
-34.6%
-34.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -1.0% | -9.2% | +8.3% | +1.8% |
| 30D | -1.7% | -11.0% | +9.3% | +1.6% |
| 3M | +16.7% | +5.0% | +11.7% | +14.9% |
| 6M | +26.9% | -18.8% | +45.7% | +34.3% |
| YTD | +27.1% | -4.4% | +31.6% | +27.1% |
| 1Y | +9.3% | -21.9% | +31.1% | +16.6% |
| 3Y | +42.3% | -32.8% | +75.0% | +56.6% |
| All | -68.9% | -34.6% | -34.2% | -70.5% |
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 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