+998.2%
C vs CLX
+2,609.7%
-1,611.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.4% | +13.6% | -16.0% | -6.7% |
| 30D | -6.0% | +23.4% | -29.3% | -12.8% |
| 3M | -10.5% | -2.8% | -7.7% | -10.1% |
| 6M | -5.7% | +14.0% | -19.7% | -11.1% |
| YTD | +4.1% | +4.2% | 0.0% | +0.5% |
| 1Y | +20.5% | -1.2% | +21.7% | +18.3% |
| 3Y | +208.1% | -12.7% | +220.8% | +210.2% |
| 5Y | +110.4% | -26.5% | +136.9% | +118.1% |
| 10Y | +234.6% | +20.2% | +214.4% | +152.9% |
| All | +998.2% | +2,609.7% | -1,611.5% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling