+207.2%
C vs CLX
+30.5%
+176.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +4.7% | +8.5% | -3.8% | +4.2% |
| 30D | +0.2% | +30.0% | -29.8% | -1.5% |
| 3M | -9.3% | +3.8% | -13.1% | -9.7% |
| 6M | -0.8% | +24.6% | -25.5% | -2.4% |
| YTD | +8.5% | +12.8% | -4.2% | +7.3% |
| 1Y | +23.1% | +8.6% | +14.5% | +22.0% |
| 3Y | +220.8% | -8.6% | +229.4% | +221.5% |
| 5Y | +112.4% | -21.8% | +134.2% | +112.1% |
| All | +207.2% | +30.5% | +176.7% | +187.4% |
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