+371.6%
ALL vs CLX
+32.0%
+339.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +5.0% | +9.5% | -4.5% | +2.9% |
| 30D | +13.3% | +30.7% | -17.4% | +6.8% |
| 3M | +3.2% | +4.2% | -1.1% | +2.0% |
| 6M | +25.3% | +22.1% | +3.2% | +19.4% |
| YTD | +30.5% | +14.1% | +16.4% | +25.3% |
| 1Y | +29.2% | +10.3% | +18.9% | +25.0% |
| 3Y | +119.1% | -7.8% | +126.9% | +120.4% |
| 5Y | +162.6% | -20.8% | +183.5% | +168.1% |
| All | +371.6% | +32.0% | +339.6% | +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