+1,045.8%
C vs CLX
+2,796.8%
-1,750.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -0.4% | +7.8% | -8.2% | -3.0% |
| 30D | -5.3% | +28.5% | -33.9% | -13.4% |
| 3M | -8.0% | +1.3% | -9.3% | -8.9% |
| 6M | -0.3% | +23.4% | -23.6% | -8.5% |
| YTD | +8.6% | +11.4% | -2.7% | +2.5% |
| 1Y | +25.8% | +6.9% | +18.9% | +20.2% |
| 3Y | +221.2% | -9.8% | +230.9% | +220.0% |
| 5Y | +113.6% | -22.7% | +136.2% | +117.6% |
| 10Y | +218.3% | +28.7% | +189.6% | +135.0% |
| All | +1,045.8% | +2,796.8% | -1,750.9% | +138.2% |
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 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