+719.1%
B vs CLX
+2,609.7%
-1,890.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +9.6% | +13.6% | -4.0% | +8.8% |
| 30D | +3.5% | +23.4% | -19.8% | +2.3% |
| 3M | -1.6% | -2.8% | +1.3% | -1.5% |
| 6M | -1.7% | +14.0% | -15.6% | -2.5% |
| YTD | -5.3% | +4.2% | -9.5% | -5.6% |
| 1Y | +27.2% | -1.2% | +28.4% | +27.1% |
| 3Y | +166.1% | -12.7% | +178.8% | +166.9% |
| 5Y | +136.5% | -26.5% | +163.0% | +138.4% |
| 10Y | +172.2% | +20.2% | +152.0% | +171.3% |
| All | +719.1% | +2,609.7% | -1,890.6% | +1,046.3% |
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