+461.4%
BE vs CLX
-23.2%
+484.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.3% |
| 7D | -13.4% | +13.6% | -27.0% | -13.1% |
| 30D | -33.9% | +29.1% | -63.0% | -33.4% |
| 3M | -12.0% | +1.6% | -13.6% | -12.0% |
| 6M | -29.0% | +18.7% | -47.7% | -29.0% |
| YTD | +113.4% | +11.1% | +102.3% | +114.1% |
| 1Y | +33.2% | +7.0% | +26.2% | +34.3% |
| 3Y | +1,659.2% | -10.0% | +1,669.2% | +1,717.1% |
| 5Y | +461.4% | -22.6% | +484.0% | +474.1% |
| All | +461.4% | -23.2% | +484.6% | +474.1% |
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 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