+4,850.5%
CL vs CLX
+2,386.6%
+2,463.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.9% |
| 7D | -2.2% | -9.2% | +7.1% | +2.1% |
| 30D | -4.8% | -11.0% | +6.2% | +0.2% |
| 3M | +4.9% | +5.0% | -0.1% | +2.2% |
| 6M | -5.7% | -18.8% | +13.1% | +2.4% |
| YTD | +14.4% | -4.4% | +18.8% | +15.3% |
| 1Y | +8.7% | -21.9% | +30.6% | +19.9% |
| 3Y | +30.0% | -32.8% | +62.7% | +51.0% |
| 5Y | +28.4% | -34.6% | +62.9% | +46.8% |
| 10Y | +50.1% | -4.7% | +54.8% | +38.8% |
| All | +4,850.5% | +2,386.6% | +2,463.9% | +995.3% |
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