+0.4%
BX vs CLX
-20.8%
+21.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | +0.6% | +9.5% | -8.9% | -1.8% |
| 30D | +14.2% | +30.7% | -16.4% | +6.6% |
| 3M | -18.7% | +4.2% | -23.0% | -20.0% |
| 6M | +2.5% | +22.1% | -19.6% | -2.9% |
| YTD | -18.8% | +14.1% | -32.9% | -22.5% |
| 1Y | -10.3% | +10.3% | -20.6% | -13.7% |
| 3Y | +35.4% | -7.8% | +43.2% | +35.3% |
| All | +0.4% | -20.8% | +21.2% | -2.2% |
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