-7.4%
CDE vs CLX
-19.1%
+11.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.1% |
| 7D | -2.0% | -4.9% | +3.0% | -0.8% |
| 30D | +15.7% | -15.8% | +31.5% | +20.1% |
| 3M | +30.5% | -7.9% | +38.4% | +34.1% |
| 6M | -7.4% | -19.0% | +11.7% | +6.9% |
| All | -7.4% | -19.1% | +11.7% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling