-36.9%
BAX vs CLX
-3.8%
-33.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | -5.1% | -4.9% | -0.2% | -3.7% |
| 30D | -12.2% | -15.8% | +3.6% | -7.7% |
| 3M | +21.8% | -7.9% | +29.7% | +24.6% |
| 6M | +36.3% | -19.0% | +55.4% | +43.8% |
| YTD | +27.8% | -7.9% | +35.7% | +30.3% |
| 1Y | -0.1% | -25.4% | +25.3% | +7.6% |
| 3Y | -33.3% | -35.0% | +1.7% | -26.2% |
| 5Y | -67.1% | -36.8% | -30.3% | -64.0% |
| 10Y | -36.9% | -1.4% | -35.5% | -36.5% |
| All | -36.9% | -3.8% | -33.1% | -36.5% |
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