+222.7%
AA vs CLX
+2,796.8%
-2,574.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +1.1% | +7.8% | -6.6% | -0.5% |
| 30D | -1.3% | +28.5% | -29.8% | -6.8% |
| 3M | -23.9% | +1.3% | -25.2% | -24.3% |
| 6M | -36.8% | +23.4% | -60.2% | -40.2% |
| YTD | -22.2% | +11.4% | -33.5% | -25.0% |
| 1Y | +10.4% | +6.9% | +3.4% | +7.3% |
| 3Y | +72.0% | -9.8% | +81.8% | +71.6% |
| 5Y | -15.6% | -22.7% | +7.1% | -14.5% |
| 10Y | +47.8% | +28.7% | +19.0% | +20.3% |
| All | +222.7% | +2,796.8% | -2,574.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling