-29.9%
BAX vs CLX
-32.3%
+2.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -1.1% | -9.2% | +8.1% | +2.6% |
| 30D | -5.5% | -11.0% | +5.6% | -1.1% |
| 3M | +33.5% | +5.0% | +28.5% | +30.9% |
| 6M | +35.9% | -18.8% | +54.7% | +45.5% |
| YTD | +35.4% | -4.4% | +39.8% | +36.4% |
| 1Y | +9.8% | -21.9% | +31.6% | +18.9% |
| All | -29.9% | -32.3% | +2.4% | -27.0% |
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 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