+668.0%
BE vs CLX
+10.4%
+657.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.9% |
| 7D | +10.8% | +9.5% | +1.3% | +11.1% |
| 30D | -19.8% | +30.7% | -50.5% | -19.0% |
| 3M | -18.7% | +4.2% | -23.0% | -18.6% |
| 6M | -33.7% | +22.1% | -55.9% | -33.4% |
| YTD | +121.0% | +14.1% | +106.9% | +122.5% |
| 1Y | +85.4% | +10.3% | +75.1% | +87.0% |
| 3Y | +1,709.5% | -7.8% | +1,717.3% | +1,750.3% |
| 5Y | +462.2% | -20.8% | +483.0% | +467.3% |
| All | +668.0% | +10.4% | +657.6% | +760.7% |
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