+73.2%
CB vs CLX
-32.3%
+105.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +0.5% | -9.2% | +9.7% | +1.9% |
| 30D | -3.1% | -11.0% | +7.9% | -1.4% |
| 3M | +9.0% | +5.0% | +3.9% | +7.9% |
| 6M | +2.9% | -18.8% | +21.7% | +5.9% |
| YTD | +10.1% | -4.4% | +14.5% | +10.2% |
| 1Y | +22.8% | -21.9% | +44.6% | +27.2% |
| All | +73.2% | -32.3% | +105.5% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling