+55.3%
BE vs CLX
-6.5%
+61.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.7% | -12.1% | -4.0% |
| 7D | -12.1% | +14.2% | -26.3% | -7.1% |
| 30D | -30.1% | +22.7% | -52.8% | -23.6% |
| 3M | -12.1% | -2.8% | -9.4% | -14.1% |
| 6M | -30.6% | +17.7% | -48.3% | -26.3% |
| YTD | +130.6% | +3.3% | +127.3% | +148.5% |
| 1Y | +55.3% | -5.6% | +60.9% | +65.1% |
| All | +55.3% | -6.5% | +61.8% | +65.1% |
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