-29.6%
CLS vs CLX
-6.5%
-23.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.7% | -14.8% | -6.6% |
| 7D | -21.1% | +14.2% | -35.3% | -16.5% |
| 30D | -38.2% | +22.7% | -60.9% | -32.5% |
| 3M | -36.3% | -2.8% | -33.5% | -36.0% |
| 6M | -43.8% | +17.7% | -61.5% | -38.9% |
| YTD | -20.0% | +3.3% | -23.4% | -10.6% |
| 1Y | -29.6% | -5.6% | -24.0% | -22.5% |
| All | -29.6% | -6.5% | -23.0% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling