+114.8%
ALL vs CLX
-35.2%
+150.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -1.7% | -3.5% | +1.8% | -0.9% |
| 30D | -4.7% | -11.9% | +7.2% | -2.0% |
| 3M | +18.4% | -2.6% | +21.0% | +18.8% |
| 6M | +20.5% | -18.2% | +38.7% | +25.5% |
| YTD | +23.5% | -5.9% | +29.4% | +23.9% |
| 1Y | +29.0% | -23.8% | +52.8% | +36.3% |
| 3Y | +153.7% | -33.6% | +187.3% | +176.3% |
| 5Y | +114.8% | -35.7% | +150.5% | +124.3% |
| All | +114.8% | -35.2% | +150.0% | +124.3% |
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