+1,264.4%
BE vs CLX
-38.5%
+1,303.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +6.6% |
| 7D | +9.0% | -5.7% | +14.7% | +8.8% |
| 30D | +16.3% | -17.0% | +33.3% | +15.6% |
| 3M | +10.8% | -9.7% | +20.5% | +10.5% |
| 6M | +73.2% | -19.8% | +93.0% | +75.0% |
| YTD | +217.4% | -9.8% | +227.2% | +216.6% |
| 1Y | +309.8% | -26.2% | +336.0% | +319.2% |
| 3Y | +1,726.2% | -36.2% | +1,762.3% | +1,785.0% |
| All | +1,264.4% | -38.5% | +1,303.0% | +1,251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling