+364.8%
ALL vs CLX
-3.8%
+368.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -2.2% | -4.9% | +2.7% | -1.1% |
| 30D | -5.6% | -15.8% | +10.2% | -2.0% |
| 3M | +17.2% | -7.9% | +25.2% | +19.1% |
| 6M | +23.2% | -19.0% | +42.3% | +28.4% |
| YTD | +23.6% | -7.9% | +31.5% | +24.7% |
| 1Y | +29.2% | -25.4% | +54.5% | +36.6% |
| 3Y | +153.8% | -35.0% | +188.8% | +175.6% |
| 5Y | +116.1% | -36.8% | +152.8% | +132.1% |
| 10Y | +364.8% | -1.4% | +366.3% | +351.6% |
| All | +364.8% | -3.8% | +368.6% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling