+911.5%
BE vs CLX
-7.5%
+919.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.3% |
| 7D | +20.0% | -9.2% | +29.2% | +19.6% |
| 30D | +7.9% | -11.0% | +19.0% | +7.5% |
| 3M | -13.2% | +5.0% | -18.3% | -13.3% |
| 6M | +53.5% | -18.8% | +72.3% | +54.5% |
| YTD | +191.0% | -4.4% | +195.4% | +191.3% |
| 1Y | +360.5% | -21.9% | +382.4% | +365.6% |
| 3Y | +1,568.0% | -32.8% | +1,600.8% | +1,592.1% |
| 5Y | +1,055.2% | -34.6% | +1,089.7% | +1,058.4% |
| All | +911.5% | -7.5% | +919.0% | +1,026.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling