+934.0%
BE vs CLX
-11.8%
+945.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -4.0% |
| 7D | +9.7% | -5.9% | +15.6% | +9.5% |
| 30D | +22.4% | -17.0% | +39.4% | +21.5% |
| 3M | +10.4% | -9.6% | +19.9% | +10.1% |
| 6M | +67.9% | -21.5% | +89.4% | +68.6% |
| YTD | +197.5% | -8.8% | +206.3% | +197.2% |
| 1Y | +310.6% | -24.7% | +335.2% | +314.1% |
| 3Y | +1,657.2% | -35.6% | +1,692.9% | +1,679.2% |
| 5Y | +1,218.2% | -37.6% | +1,255.8% | +1,219.2% |
| All | +934.0% | -11.8% | +945.7% | +1,049.7% |
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