-14.9%
BAX vs CLX
-9.6%
-5.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +3.6% | +13.6% | -10.0% | -1.7% |
| 30D | +8.5% | +29.1% | -20.6% | -2.2% |
| 3M | -4.9% | +1.6% | -6.4% | -5.8% |
| 6M | +47.0% | +18.7% | +28.3% | +36.5% |
| YTD | +38.4% | +11.1% | +27.4% | +30.9% |
| 1Y | +49.1% | +7.0% | +42.1% | +42.9% |
| 3Y | -14.9% | -10.0% | -4.9% | -14.9% |
| All | -14.9% | -9.6% | -5.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling