+153.8%
B vs CLX
-35.2%
+188.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +2.3% | -3.5% | +5.9% | +2.6% |
| 30D | +1.4% | -11.9% | +13.2% | +2.2% |
| 3M | +12.2% | -2.6% | +14.8% | +12.3% |
| 6M | -2.1% | -18.2% | +16.0% | -0.9% |
| YTD | +2.9% | -5.9% | +8.8% | +3.9% |
| 1Y | +55.3% | -23.8% | +79.1% | +58.2% |
| 3Y | +198.7% | -33.6% | +232.3% | +206.3% |
| 5Y | +153.8% | -35.7% | +189.4% | +161.6% |
| All | +153.8% | -35.2% | +188.9% | +161.6% |
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 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