+56.1%
CDE vs CLX
-3.7%
+59.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -3.1% | -5.7% | +2.6% | -1.8% |
| 30D | +9.5% | -17.0% | +26.5% | +14.1% |
| 3M | +25.5% | -9.7% | +35.2% | +28.2% |
| 6M | -7.9% | -19.8% | +11.9% | -3.6% |
| YTD | +15.6% | -9.8% | +25.4% | +18.3% |
| 1Y | +34.0% | -26.2% | +60.2% | +42.8% |
| 3Y | +791.9% | -36.2% | +828.1% | +867.9% |
| 5Y | +197.7% | -38.3% | +236.1% | +219.4% |
| All | +56.1% | -3.7% | +59.8% | +58.7% |
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 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