+141.0%
CI vs CLX
-3.8%
+144.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | -1.1% | -4.9% | +3.8% | -0.3% |
| 30D | +0.5% | -15.8% | +16.3% | +3.2% |
| 3M | -5.2% | -7.9% | +2.8% | -4.2% |
| 6M | +4.3% | -19.0% | +23.4% | +7.3% |
| YTD | +2.8% | -7.9% | +10.7% | +3.5% |
| 1Y | -5.8% | -25.4% | +19.6% | -2.0% |
| 3Y | +4.7% | -35.0% | +39.8% | +10.8% |
| 5Y | +42.7% | -36.8% | +79.4% | +49.3% |
| 10Y | +141.0% | -1.4% | +142.4% | +129.4% |
| All | +141.0% | -3.8% | +144.8% | +129.4% |
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