+214.8%
B vs CLX
+32.0%
+182.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -7.3% | +9.5% | -16.8% | -8.5% |
| 30D | -3.3% | +30.7% | -34.0% | -6.8% |
| 3M | -7.8% | +4.2% | -12.0% | -8.5% |
| 6M | -15.5% | +22.1% | -37.7% | -18.1% |
| YTD | -12.3% | +14.1% | -26.3% | -14.0% |
| 1Y | +5.4% | +10.3% | -4.9% | +3.7% |
| 3Y | +165.5% | -7.8% | +173.3% | +165.0% |
| 5Y | +107.0% | -20.8% | +127.9% | +109.2% |
| All | +214.8% | +32.0% | +182.8% | +175.6% |
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