+1,784.6%
BE vs CLX
-34.1%
+1,818.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +9.4% |
| 7D | +29.8% | -3.5% | +33.3% | +29.2% |
| 30D | +26.4% | -11.9% | +38.3% | +24.6% |
| 3M | +9.3% | -2.6% | +11.9% | +9.0% |
| 6M | +105.1% | -18.2% | +123.2% | +109.0% |
| YTD | +219.0% | -5.9% | +225.0% | +219.2% |
| 1Y | +418.8% | -23.8% | +442.6% | +442.9% |
| 3Y | +1,784.6% | -33.6% | +1,818.1% | +1,846.9% |
| All | +1,784.6% | -34.1% | +1,818.7% | +1,846.9% |
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