-89.7%
CDE vs CLX
+2,347.6%
-2,437.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.5% |
| 7D | +2.3% | -3.5% | +5.8% | +2.7% |
| 30D | +18.8% | -11.9% | +30.7% | +20.7% |
| 3M | +23.5% | -2.6% | +26.1% | +23.8% |
| 6M | -8.6% | -18.2% | +9.5% | -6.6% |
| YTD | +16.0% | -5.9% | +21.9% | +16.7% |
| 1Y | +42.1% | -23.8% | +65.9% | +46.3% |
| 3Y | +835.9% | -33.6% | +869.5% | +872.5% |
| 5Y | +197.6% | -35.7% | +233.3% | +207.7% |
| 10Y | +39.6% | -2.5% | +42.1% | +39.8% |
| All | -89.7% | +2,347.6% | -2,437.2% | -85.3% |
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