+7,463.6%
CI vs CLX
+2,386.6%
+5,077.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +1.3% | -9.2% | +10.5% | +3.6% |
| 30D | +4.4% | -11.0% | +15.5% | +7.3% |
| 3M | +0.7% | +5.0% | -4.4% | -1.0% |
| 6M | +0.3% | -18.8% | +19.2% | +4.6% |
| YTD | +3.8% | -4.4% | +8.2% | +3.9% |
| 1Y | -5.5% | -21.9% | +16.4% | -0.8% |
| 3Y | +8.1% | -32.8% | +40.9% | +16.5% |
| 5Y | +42.8% | -34.6% | +77.4% | +51.9% |
| 10Y | +143.9% | -4.7% | +148.6% | +126.7% |
| All | +7,463.6% | +2,386.6% | +5,077.0% | +2,793.5% |
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