+661.1%
BX vs CLX
-3.7%
+664.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | -5.6% | -5.7% | +0.1% | -4.4% |
| 30D | -12.2% | -17.0% | +4.8% | -8.8% |
| 3M | +7.4% | -9.7% | +17.1% | +9.6% |
| 6M | +22.2% | -19.8% | +42.0% | +27.4% |
| YTD | -14.0% | -9.8% | -4.2% | -12.8% |
| 1Y | -27.3% | -26.2% | -1.1% | -23.1% |
| 3Y | +24.5% | -36.2% | +60.7% | +34.8% |
| 5Y | +18.9% | -38.3% | +57.2% | +26.8% |
| All | +661.1% | -3.7% | +664.7% | +622.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling