+38.3%
CL vs CLX
-8.6%
+46.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.8% | +7.8% | -8.5% | -3.7% |
| 30D | +9.5% | +28.5% | -19.0% | -1.1% |
| 3M | +6.8% | +1.3% | +5.5% | +5.8% |
| 6M | +14.3% | +23.4% | -9.1% | +4.1% |
| YTD | +27.0% | +11.4% | +15.6% | +20.5% |
| 1Y | +26.3% | +6.9% | +19.4% | +21.7% |
| All | +38.3% | -8.6% | +46.9% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling