+368.4%
ALL vs CLX
+26.5%
+341.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | -0.1% | +13.6% | -13.8% | -3.0% |
| 30D | +13.8% | +29.1% | -15.2% | +7.5% |
| 3M | -2.8% | +1.6% | -4.4% | -3.3% |
| 6M | +23.7% | +18.7% | +4.9% | +18.4% |
| YTD | +27.3% | +11.1% | +16.2% | +23.0% |
| 1Y | +30.5% | +7.0% | +23.5% | +27.2% |
| 3Y | +113.0% | -10.0% | +123.0% | +115.3% |
| 5Y | +157.6% | -22.6% | +180.2% | +164.3% |
| 10Y | +368.4% | +29.3% | +339.0% | +333.6% |
| All | +368.4% | +26.5% | +341.8% | +333.6% |
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