+208.6%
B vs CLX
+26.5%
+182.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.2% |
| 7D | +7.1% | +13.6% | -6.5% | +5.3% |
| 30D | -3.3% | +29.1% | -32.4% | -6.7% |
| 3M | -2.5% | +1.6% | -4.1% | -2.9% |
| 6M | -7.2% | +18.7% | -26.0% | -9.8% |
| YTD | -7.4% | +11.1% | -18.4% | -8.8% |
| 1Y | +16.4% | +7.0% | +9.4% | +15.1% |
| 3Y | +178.7% | -10.0% | +188.7% | +179.1% |
| 5Y | +121.7% | -22.6% | +144.3% | +124.7% |
| 10Y | +208.6% | +29.3% | +179.3% | +174.8% |
| All | +208.6% | +26.5% | +182.1% | +174.8% |
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 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