+1.0%
BAX vs CLX
-25.7%
+26.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -5.4% | -5.9% | +0.4% | -3.1% |
| 30D | -12.4% | -17.0% | +4.6% | -5.6% |
| 3M | +19.1% | -9.6% | +28.7% | +23.4% |
| 6M | +38.6% | -21.5% | +60.1% | +48.5% |
| YTD | +26.7% | -8.8% | +35.5% | +30.6% |
| 1Y | +1.0% | -24.7% | +25.7% | +6.9% |
| All | +1.0% | -25.7% | +26.7% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling