+3,716.0%
ALL vs CLX
+1,753.6%
+1,962.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | 0.0% | -9.2% | +9.3% | +3.1% |
| 30D | -1.5% | -11.0% | +9.6% | +2.2% |
| 3M | +23.6% | +5.0% | +18.6% | +21.2% |
| 6M | +22.3% | -18.8% | +41.2% | +29.4% |
| YTD | +26.5% | -4.4% | +30.9% | +26.6% |
| 1Y | +27.0% | -21.9% | +48.9% | +35.3% |
| 3Y | +149.6% | -32.8% | +182.3% | +176.2% |
| 5Y | +118.1% | -34.6% | +152.6% | +138.2% |
| 10Y | +369.0% | -4.7% | +373.7% | +327.7% |
| All | +3,716.0% | +1,753.6% | +1,962.4% | +1,521.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling