+193.4%
B vs CLX
-3.9%
+197.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +2.3% | -3.5% | +5.9% | +2.8% |
| 30D | +1.4% | -11.9% | +13.2% | +3.1% |
| 3M | +12.2% | -2.6% | +14.8% | +12.4% |
| 6M | -2.1% | -18.2% | +16.0% | +0.4% |
| YTD | +2.9% | -5.9% | +8.8% | +3.7% |
| 1Y | +55.3% | -23.8% | +79.1% | +60.8% |
| 3Y | +198.7% | -33.6% | +232.3% | +213.7% |
| 5Y | +153.8% | -35.7% | +189.4% | +164.9% |
| 10Y | +193.4% | -2.5% | +195.9% | +185.2% |
| All | +193.4% | -3.9% | +197.3% | +185.2% |
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