+6,646.7%
CB vs CLX
+1,725.2%
+4,921.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +0.5% | -9.2% | +9.7% | +3.1% |
| 30D | -3.1% | -11.0% | +7.9% | -0.1% |
| 3M | +9.0% | +5.0% | +3.9% | +7.1% |
| 6M | +2.9% | -18.8% | +21.7% | +7.8% |
| YTD | +10.1% | -4.4% | +14.5% | +10.2% |
| 1Y | +22.8% | -21.9% | +44.6% | +29.5% |
| 3Y | +73.8% | -32.8% | +106.6% | +88.9% |
| 5Y | +99.2% | -34.6% | +133.7% | +113.5% |
| 10Y | +218.2% | -4.7% | +222.9% | +188.2% |
| All | +6,646.7% | +1,725.2% | +4,921.5% | +2,972.8% |
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