+7,803.6%
CI vs CLX
+2,609.7%
+5,193.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | -1.6% | +13.6% | -15.1% | -4.5% |
| 30D | +5.4% | +23.4% | -17.9% | +0.2% |
| 3M | +7.3% | -2.8% | +10.1% | +7.8% |
| 6M | +5.3% | +14.0% | -8.7% | +1.4% |
| YTD | +8.5% | +4.2% | +4.3% | +6.3% |
| 1Y | +17.1% | -1.2% | +18.3% | +16.2% |
| 3Y | +1.4% | -12.7% | +14.1% | +2.7% |
| 5Y | +50.5% | -26.5% | +77.0% | +55.6% |
| 10Y | +168.5% | +20.2% | +148.3% | +135.2% |
| All | +7,803.6% | +2,609.7% | +5,193.8% | +2,859.4% |
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 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