+66.8%
AA vs CLX
-6.4%
+73.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -1.8% |
| 7D | +0.5% | +9.5% | -9.0% | +0.2% |
| 30D | -0.6% | +30.7% | -31.3% | -1.3% |
| 3M | -19.7% | +4.2% | -23.9% | -20.1% |
| 6M | -41.6% | +22.1% | -63.7% | -41.8% |
| YTD | -24.6% | +14.1% | -38.7% | -24.5% |
| 1Y | +4.9% | +10.3% | -5.4% | +5.2% |
| 3Y | +66.8% | -7.8% | +74.6% | +63.4% |
| All | +66.8% | -6.4% | +73.2% | +63.4% |
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