+5,315.6%
CL vs CLX
+2,609.7%
+2,705.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | +1.3% | +13.6% | -12.3% | -4.4% |
| 30D | +11.4% | +23.4% | -12.0% | +1.2% |
| 3M | +4.4% | -2.8% | +7.3% | +5.3% |
| 6M | +10.8% | +14.0% | -3.2% | +3.5% |
| YTD | +25.1% | +4.2% | +21.0% | +21.1% |
| 1Y | +28.0% | -1.2% | +29.1% | +26.6% |
| 3Y | +37.6% | -12.7% | +50.3% | +42.2% |
| 5Y | +39.7% | -26.5% | +66.2% | +51.2% |
| 10Y | +75.8% | +20.2% | +55.6% | +45.8% |
| All | +5,315.6% | +2,609.7% | +2,705.9% | +1,049.6% |
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