+142.2%
CI vs CLX
+30.5%
+111.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -1.7% | +8.5% | -10.3% | -3.1% |
| 30D | +4.9% | +30.0% | -25.1% | +0.4% |
| 3M | +7.4% | +3.8% | +3.6% | +6.4% |
| 6M | +0.4% | +24.6% | -24.2% | -3.6% |
| YTD | +9.5% | +12.8% | -3.3% | +6.5% |
| 1Y | +12.0% | +8.6% | +3.4% | +9.5% |
| 3Y | +7.1% | -8.6% | +15.7% | +7.4% |
| 5Y | +49.3% | -21.8% | +71.1% | +50.8% |
| All | +142.2% | +30.5% | +111.7% | +113.7% |
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