+1,360.9%
BP vs CLX
+2,789.7%
-1,428.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -6.3% | +13.6% | -20.0% | -7.8% |
| 30D | -3.6% | +29.1% | -32.7% | -6.5% |
| 3M | +5.2% | +1.6% | +3.7% | +4.8% |
| 6M | +5.3% | +18.7% | -13.4% | +2.6% |
| YTD | +33.1% | +11.1% | +22.0% | +30.3% |
| 1Y | +26.3% | +7.0% | +19.3% | +24.2% |
| 3Y | +47.5% | -10.0% | +57.5% | +47.3% |
| 5Y | +106.2% | -22.6% | +128.8% | +107.4% |
| 10Y | +127.0% | +29.3% | +97.6% | +99.9% |
| All | +1,360.9% | +2,789.7% | -1,428.8% | +792.6% |
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