+753.6%
B vs CLX
+2,760.7%
-2,007.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.9% |
| 7D | +11.3% | +17.4% | -6.1% | +10.3% |
| 30D | +2.9% | +27.8% | -24.8% | +1.5% |
| 3M | -2.9% | +3.0% | -5.9% | -3.1% |
| 6M | -1.2% | +17.5% | -18.7% | -2.3% |
| YTD | -1.3% | +10.0% | -11.3% | -1.9% |
| 1Y | +30.4% | +3.3% | +27.1% | +30.0% |
| 3Y | +195.3% | -10.1% | +205.4% | +195.6% |
| 5Y | +146.2% | -23.7% | +170.0% | +147.6% |
| 10Y | +200.5% | +24.9% | +175.6% | +198.7% |
| All | +753.6% | +2,760.7% | -2,007.1% | +1,091.0% |
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