+208.8%
C vs CLX
+26.5%
+182.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.4% | +13.6% | -14.0% | -1.2% |
| 30D | -5.2% | +29.1% | -34.2% | -6.7% |
| 3M | -9.1% | +1.6% | -10.7% | -9.3% |
| 6M | -1.6% | +18.7% | -20.3% | -2.8% |
| YTD | +6.9% | +11.1% | -4.1% | +5.9% |
| 1Y | +23.0% | +7.0% | +16.0% | +22.0% |
| 3Y | +216.1% | -10.0% | +226.1% | +217.2% |
| 5Y | +112.2% | -22.6% | +134.9% | +112.1% |
| 10Y | +208.8% | +29.3% | +179.4% | +192.4% |
| All | +208.8% | +26.5% | +182.2% | +192.4% |
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