+1,753.0%
CLS vs CLX
+25.3%
+1,727.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.6% | +2.3% | +8.4% |
| 7D | -10.6% | +17.4% | -27.9% | -9.2% |
| 30D | -38.4% | +27.8% | -66.2% | -37.0% |
| 3M | -29.9% | +3.0% | -32.9% | -29.3% |
| 6M | -40.6% | +17.5% | -58.2% | -39.4% |
| YTD | -24.6% | +10.0% | -34.6% | -23.2% |
| 1Y | -30.8% | +3.3% | -34.1% | -29.6% |
| 3Y | +811.7% | -10.1% | +821.9% | +814.9% |
| 5Y | +1,838.4% | -23.7% | +1,862.2% | +1,839.5% |
| All | +1,753.0% | +25.3% | +1,727.8% | +1,604.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling