-35.6%
BAX vs CLX
+26.5%
-62.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +3.6% | +13.6% | -10.0% | -0.2% |
| 30D | +8.5% | +29.1% | -20.6% | +0.7% |
| 3M | -4.9% | +1.6% | -6.4% | -5.5% |
| 6M | +47.0% | +18.7% | +28.3% | +39.5% |
| YTD | +38.4% | +11.1% | +27.4% | +33.4% |
| 1Y | +49.1% | +7.0% | +42.1% | +45.1% |
| 3Y | -14.9% | -10.0% | -4.9% | -13.7% |
| 5Y | -63.1% | -22.6% | -40.5% | -62.0% |
| 10Y | -35.6% | +29.3% | -64.9% | -40.0% |
| All | -35.6% | +26.5% | -62.1% | -40.0% |
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 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