+286.5%
C vs CLX
-3.9%
+290.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | +3.2% | -3.5% | +6.7% | +3.4% |
| 30D | +1.3% | -11.9% | +13.2% | +2.0% |
| 3M | +3.1% | -2.6% | +5.7% | +3.2% |
| 6M | +29.6% | -18.2% | +47.8% | +31.0% |
| YTD | +19.0% | -5.9% | +24.9% | +19.1% |
| 1Y | +45.6% | -23.8% | +69.5% | +47.7% |
| 3Y | +269.3% | -33.6% | +302.9% | +276.3% |
| 5Y | +131.6% | -35.7% | +167.2% | +134.0% |
| 10Y | +286.5% | -2.5% | +289.1% | +273.8% |
| All | +286.5% | -3.9% | +290.5% | +273.8% |
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 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