+145.0%
ALL vs CLX
-26.4%
+171.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.5% |
| 7D | -1.9% | +13.6% | -15.5% | -4.7% |
| 30D | +13.8% | +23.4% | -9.6% | +8.6% |
| 3M | -7.0% | -2.8% | -4.1% | -6.6% |
| 6M | +18.0% | +14.0% | +4.1% | +14.0% |
| YTD | +24.2% | +4.2% | +20.0% | +21.6% |
| 1Y | +31.2% | -1.2% | +32.3% | +30.0% |
| 3Y | +107.5% | -12.7% | +120.2% | +112.5% |
| All | +145.0% | -26.4% | +171.4% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling