+37.6%
CL vs CLX
-10.2%
+47.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | +1.3% | +13.6% | -12.3% | -3.8% |
| 30D | +11.4% | +23.4% | -12.0% | +2.3% |
| 3M | +4.4% | -2.8% | +7.3% | +5.2% |
| 6M | +10.8% | +14.0% | -3.2% | +4.2% |
| YTD | +25.1% | +4.2% | +21.0% | +22.0% |
| 1Y | +28.0% | -1.2% | +29.1% | +27.3% |
| 3Y | +37.6% | -12.7% | +50.3% | +44.2% |
| All | +37.6% | -10.2% | +47.8% | +44.2% |
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