+90.5%
AA vs CLX
-34.1%
+124.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +1.7% | -3.5% | +5.2% | +1.8% |
| 30D | +3.3% | -11.9% | +15.2% | +3.9% |
| 3M | -29.4% | -2.6% | -26.8% | -29.2% |
| 6M | -12.8% | -18.2% | +5.3% | -11.4% |
| YTD | -2.1% | -5.9% | +3.8% | -1.5% |
| 1Y | +62.8% | -23.8% | +86.6% | +67.4% |
| 3Y | +90.5% | -33.6% | +124.1% | +115.7% |
| All | +90.5% | -34.1% | +124.6% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling